How is systemic risk amplified by three typical financial networks (Q2676166): Difference between revisions

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-Shu-Shang Zhu
@@ Property / author: Shu-Shang Zhu / rank @@
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+Shu-Shang Zhu
@@ Property / author: Shu-Shang Zhu / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s40305-021-00389-y
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@@ Property / OpenAlex ID @@
+W4210714922
@@ Property / OpenAlex ID: W4210714922 / rank @@
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@@ Property / cites work @@
+Systemic Risk in Financial Systems
@@ Property / cites work: Systemic Risk in Financial Systems / rank @@
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@@ Property / cites work @@
+Distress and default contagion in financial networks
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@@ Property / cites work @@
+Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
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+Uniqueness of equilibrium in a payment system with liquidation costs
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@@ Property / cites work @@
+An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect
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+Financial contagion and asset liquidation strategies
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@@ Property / cites work @@
+Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
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+The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks
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@@ Property / cites work @@
+Inhomogeneous Financial Networks and Contagious Links
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@@ Property / cites work @@
+Q3943082
@@ Property / cites work: Q3943082 / rank @@
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@@ Property / cites work @@
+Q4040931
@@ Property / cites work: Q4040931 / rank @@
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+Q3267900
@@ Property / cites work: Q3267900 / rank @@
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