Research on systemic risk in a triple network (Q6172020): Difference between revisions

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Property / DOI: 10.1016/j.cnsns.2023.107306 / rank
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Property / cites work: Systemic Risk in Financial Systems / rank
 
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Property / cites work: Contagion in financial networks / rank
 
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Property / cites work: Network topology of the interbank market / rank
 
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Property / cites work: Statistical analysis of financial networks / rank
 
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Property / cites work: Risk Assessment for Banking Systems / rank
 
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Property / cites work: Overlapping portfolios, contagion, and financial stability / rank
 
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Property / cites work: Financial contagion and asset liquidation strategies / rank
 
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Property / cites work: The topology of overlapping portfolio networks / rank
 
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Property / cites work: Portfolio diversification and systemic risk in interbank networks / rank
 
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Property / cites work: Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue / rank
 
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Property / DOI: 10.1016/J.CNSNS.2023.107306 / rank
 
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Latest revision as of 19:07, 30 December 2024

scientific article; zbMATH DE number 7714013
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Research on systemic risk in a triple network
scientific article; zbMATH DE number 7714013

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