Pages that link to "Item:Q310940"

The following pages link to Rollover risk, network structure and systemic financial crises (Q310940):

Displaying 16 items.

• Systemic credit freezes in financial lending networks (Q829216) (← links)
• Reconstruction methods for networks: the case of economic and financial systems (Q1632525) (← links)
• Sovereign risk, bank funding and investors' pessimism (Q1655585) (← links)
• A regulation model for the solvency of banking system: based on the pinning control theory of complex network (Q1727399) (← links)
• Precautionary replenishment in financially-constrained inventory systems subject to credit rollover risk and supply disruption (Q1730588) (← links)
• Contagion in networks: stability and efficiency (Q2070563) (← links)
• The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
• Mathematical modeling and optimal control of the impact of rumors on the banking crisis (Q2140613) (← links)
• Effective network inference through multivariate information transfer estimation (Q2150368) (← links)
• Rollover risk and endogenous network dynamics (Q2438071) (← links)
• The price of complexity in financial networks (Q2962342) (← links)
• Inhomogeneous Financial Networks and Contagious Links (Q3178760) (← links)
• Filling in the blanks: network structure and interbank contagion (Q4683022) (← links)
• Quantifying preferential trading in the e-MID interbank market (Q4683030) (← links)
• Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading (Q4994680) (← links)
• On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management (Q6092540) (← links)