Pages that link to "Item:Q4683022"
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The following pages link to Filling in the blanks: network structure and interbank contagion (Q4683022):
Displaying 37 items.
- The network structure and systemic risk in the global non-life insurance market (Q282265) (← links)
- Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction (Q1624485) (← links)
- Reconstruction methods for networks: the case of economic and financial systems (Q1632525) (← links)
- The application of macroprudential capital requirements in managing systemic risk (Q1646471) (← links)
- A regulation model for the solvency of banking system: based on the pinning control theory of complex network (Q1727399) (← links)
- Robust and sparse banking network estimation (Q1754723) (← links)
- Credit risk contagion based on asymmetric information association (Q1791109) (← links)
- Adjustable network reconstruction with applications to CDS exposures (Q2001099) (← links)
- Reconstructing the topology of financial networks from degree distributions and reciprocity (Q2001101) (← links)
- Constructing banking networks under decreasing costs of link formation (Q2127361) (← links)
- Do banks change their liquidity ratios based on network characteristics? (Q2183893) (← links)
- Investor behavior, information disclosure strategy and counterparty credit risk contagion (Q2212424) (← links)
- Systemic risk of portfolio diversification (Q2236296) (← links)
- Reconstructing and stress testing credit networks (Q2291807) (← links)
- Optimal intervention under stress scenarios: a case of the Korean financial system (Q2294313) (← links)
- Forward-looking solvency contagion (Q2338548) (← links)
- Leveraging the network: a stress-test framework based on debtrank (Q2520730) (← links)
- Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) (← links)
- Inhomogeneous Financial Networks and Contagious Links (Q3178760) (← links)
- Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information (Q4555062) (← links)
- Systemic risk and dynamics of contagion: a duplex inter-bank network (Q4555152) (← links)
- Can bank-specific variables predict contagion effects? (Q4555183) (← links)
- Network reconstruction with UK CDS trade repository data (Q4555197) (← links)
- Contagion in Financial Systems: A Bayesian Network Approach (Q4635241) (← links)
- Estimating the money market microstructure with negative and zero interest rates (Q5121490) (← links)
- Systemic illiquidity in the interbank network (Q5212057) (← links)
- Optimization of Fire Sales and Borrowing in Systemic Risk (Q5742495) (← links)
- SYSTEMIC RISK: THE EFFECT OF MARKET CONFIDENCE (Q5854310) (← links)
- Multilayer interbank networks and systemic risk propagation: evidence from China (Q6054644) (← links)
- Contagion and supervision of liquidity crisis in interbank markets: based on the SIS network model (Q6061053) (← links)
- Clearing payments in dynamic financial networks (Q6088362) (← links)
- Multivariate stress scenario selection in interbank networks (Q6094494) (← links)
- Credit risk contagion and optimal dual control -- an SIS/R model (Q6104739) (← links)
- Optimal network compression (Q6106794) (← links)
- Decentralized payment clearing using blockchain and optimal bidding (Q6112780) (← links)
- Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (Q6148815) (← links)
- Clustering heterogeneous financial networks (Q6196293) (← links)
