Pages that link to "Item:Q1017080"

The following pages link to Network models and financial stability (Q1017080):

Displaying 50 items.

• Rollover risk, network structure and systemic financial crises (Q310940) (← links)
• Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk (Q310950) (← links)
• Systemic risk measures on general measurable spaces (Q343813) (← links)
• Firm-network characteristics and economic robustness to natural disasters (Q428032) (← links)
• On the computational complexity of measuring global stability of banking networks (Q487019) (← links)
• Vulnerability and controllability of networks of networks (Q506872) (← links)
• Network topology and interbank credit risk (Q508318) (← links)
• Large exposure estimation through automatic business group identification (Q513093) (← links)
• The financial accelerator in an evolving credit network (Q602859) (← links)
• Dynamics of brand competition: effects of unobserved social networks (Q608890) (← links)
• Generation of networks with prescribed degree-dependent clustering (Q691437) (← links)
• A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades (Q741328) (← links)
• Systemic losses due to counterparty risk in a stylized banking system (Q743444) (← links)
• Leveraged network-based financial accelerator (Q900392) (← links)
• Systemic risk, financial markets, and performance of financial institutions (Q1615812) (← links)
• An endogenous model of the credit network (Q1618857) (← links)
• Networked relationships in the e-MID interbank market: a trading model with memory (Q1623966) (← links)
• Financial regulations and bank credit to the real economy (Q1623967) (← links)
• Overlapping portfolios, contagion, and financial stability (Q1623981) (← links)
• Reconstruction methods for networks: the case of economic and financial systems (Q1632525) (← links)
• Monitoring vulnerability and impact diffusion in financial networks (Q1655627) (← links)
• Interbank loans, collateral and modern monetary policy (Q1656472) (← links)
• Financial fragility and distress propagation in a network of regions (Q1656507) (← links)
• A model of the topology of the bank -- firm credit network and its role as channel of contagion (Q1656782) (← links)
• Evaluating systemic risk using bank default probabilities in financial networks (Q1656783) (← links)
• Multiplex networks of the guarantee market: evidence from China (Q1674910) (← links)
• Identifying systemically important financial institutions: a network approach (Q1722754) (← links)
• Financial contagion and asset liquidation strategies (Q1728164) (← links)
• Measuring network systemic risk contributions: a leave-one-out approach (Q1734536) (← links)
• Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
• Credit risk contagion in an evolving network model integrating spillover effects and behavioral interventions (Q1784919) (← links)
• Credit risk contagion based on asymmetric information association (Q1791109) (← links)
• A network model of credit risk contagion (Q1936024) (← links)
• Financial contagion in interbank networks: the case of Erdős-Rényi network model (Q1982257) (← links)
• Systemic risk in banking networks: advantages of ``tiered'' banking systems (Q1991920) (← links)
• Prices, debt and market structure in an agent-based model of the financial market (Q1991937) (← links)
• Contagion and risk-sharing on the inter-bank market (Q1994269) (← links)
• Stability of the world trade web over time -- an extinction analysis (Q1994290) (← links)
• Systemic risk governance in a dynamical model of a banking system (Q2010097) (← links)
• Addressing systemic risk using contingent convertible debt -- a network analysis (Q2029335) (← links)
• The influence of risk attitude on credit risk contagion -- perspective of information dissemination (Q2078664) (← links)
• The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
• Backtesting macroprudential stress tests (Q2136941) (← links)
• Contagion accounting in stress-testing (Q2136957) (← links)
• Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets (Q2137655) (← links)
• Insurance risk analysis of financial networks vulnerable to a shock (Q2140225) (← links)
• Mathematical modeling and optimal control of the impact of rumors on the banking crisis (Q2140613) (← links)
• Credit risk contagion coupling with sentiment contagion (Q2151760) (← links)
• Bank multiplex networks and systemic risk (Q2163131) (← links)
• What is the minimal systemic risk in financial exposure networks? (Q2191503) (← links)