Pages that link to "Item:Q3178760"
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The following pages link to Inhomogeneous Financial Networks and Contagious Links (Q3178760):
Displaying 19 items.
- Complex network construction of Internet finance risk (Q2067078) (← links)
- The topology of overlapping portfolio networks (Q2520732) (← links)
- Multivariate dependence among cyber risks based on \(L\)-hop propagation (Q2665874) (← links)
- How is systemic risk amplified by three typical financial networks (Q2676166) (← links)
- Systemic cascades on inhomogeneous random financial networks (Q2690069) (← links)
- BORROWING CAPACITY, FINANCIAL INSTABILITY, AND CONTAGION (Q3121228) (← links)
- Preface to the Special Issue on Systemic Risk: Models and Mechanisms (Q3178756) (← links)
- Risk in a Large Claims Insurance Market with Bipartite Graph Structure (Q3178764) (← links)
- Optimal connectivity for a large financial network (Q4606418) (← links)
- Managing Default Contagion in Inhomogeneous Financial Networks (Q4971974) (← links)
- Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
- A Dynamic Contagion Risk Model with Recovery Features (Q5085147) (← links)
- Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems (Q5162854) (← links)
- Financial Asset Bubbles in Banking Networks (Q5227411) (← links)
- Contagion and supervision of liquidity crisis in interbank markets: based on the SIS network model (Q6061053) (← links)
- Credit risk contagion and optimal dual control -- an SIS/R model (Q6104739) (← links)
- Contagion risks and security investment in directed networks (Q6113173) (← links)
- Bootstrap percolation in inhomogeneous random graphs (Q6119933) (← links)
- Clustering heterogeneous financial networks (Q6196293) (← links)