Elimination of systemic risk in financial networks by means of a systemic risk transaction tax (Q4554229): Difference between revisions

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+.8026
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+The dynamics of the leverage cycle
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+Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
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+Network topology of the interbank market
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+Overlapping portfolios, contagion, and financial stability
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+BUSINESS CYCLE FLUCTUATIONS AND FIRMS' SIZE DISTRIBUTION DYNAMICS
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+Macroeconomics from the bottom-up
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+Systemic Risk in Financial Systems
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+Financial regulations and bank credit to the real economy
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+Tipping points in macroeconomic agent-based models
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+Q4794126
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+A network analysis of the Italian overnight money market
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+To bail-out or to bail-in? Answers from an agent-based model
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+Network and eigenvalue analysis of financial transaction networks
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+Does financial connectedness predict crises?
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+Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
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+Financial contagion: extending the exposures network of the Mexican financial system
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+Leverage causes fat tails and clustered volatility
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