Incentivizing resilience in financial networks
From MaRDI portal
Publication:1655678
DOI10.1016/j.jedc.2017.05.010zbMath1401.91587arXiv1606.03595OpenAlexW2443935091MaRDI QIDQ1655678
Publication date: 9 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.03595
network formationmatching marketssystemic riskinterbank networksinsolvency cascadestransaction-specific tax
Related Items
Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes, What is the minimal systemic risk in financial exposure networks?, Complex network construction of Internet finance risk
Cites Work
- Unnamed Item
- Stable marriage and indifference
- Stable schedule matching under revealed preference.
- Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
- The evolution of social and economic networks.
- A strategic model of social and economic networks
- Systemic Risk in Financial Systems
- Kidney Exchange
- Contagion in financial networks
- Elimination of systemic risk in financial networks by means of a systemic risk transaction tax
- Network topology of the interbank market
- The Stable Allocation (or Ordinal Transportation) Problem
- College Admissions and the Stability of Marriage