Financial Asset Bubbles in Banking Networks (Q5227411): Difference between revisions

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+Bubbles and Crashes
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+Inhomogeneous Financial Networks and Contagious Links
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+RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
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+A unified approach to systemic risk measures via acceptance sets
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+Liquidity Induced Asset Bubbles via Flows of ELMMs
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+Systemic Risk in Interbanking Networks
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+Mean field games and systemic risk
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+Local martingales, bubbles and option prices
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+Bootstrap percolation in directed inhomogeneous random graphs
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+Managing Default Contagion in Inhomogeneous Financial Networks
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+FINANCIAL CONTAGION IN A STOCHASTIC BLOCK MODEL
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+Dual representation of minimal supersolutions of convex BSDEs
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+Measures of Systemic Risk
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+Stability in a Model of Interbank Lending
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+Handbook on Systemic Risk
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+Contagion in financial networks
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+Large Deviations for a Mean Field Model of Systemic Risk
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+A McKean-Vlasov equation with positive feedback and blow-ups
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+Risk-consistent conditional systemic risk measures
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+Contagion! Systemic Risk in Financial Networks
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+FORWARD AND FUTURES PRICES WITH BUBBLES
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+Foreign currency bubbles
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+Q5506186
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+ASSET PRICE BUBBLES IN INCOMPLETE MARKETS
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+How to Detect an Asset Bubble
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+A liquidity-based model for asset price bubbles
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+Q4002114
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+Systemic risk through contagion in a core-periphery structured banking network
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+Systemic risk measures on general measurable spaces
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+Rational equilibrium asset-pricing bubbles in continuous trading models
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+A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
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+A Mathematical Theory of Financial Bubbles
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+On the Possibility of Speculation under Rational Expectations
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