Systemic risk shifting in financial networks

DOI10.1016/J.JET.2020.105157zbMATH Open1458.91219OpenAlexW3124933767MaRDI QIDQ1995303FDOQ1995303

Matthew Elliott, Jonathon Hazell, Co-Pierre Georg

Publication date: 23 February 2021

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2020.105157

zbMATH Keywords

contagionfinancial networksasset correlation

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Systemic Risk in Financial Systems

Cited In (10)

• Connectivity, centralisation and `robustness-yet-fragility' of interbank networks
• Financial Network Systemic Risk Contributions
• Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments
• Dynamics of international financial networks with risk management
• Systemic risk in multiplex networks with asymmetric coupling and threshold feedback
• Capability accumulation and conglomeratization in the information age
• Impact of contingent payments on systemic risk in financial networks
• Financial network connectedness and systemic risk during the COVID-19 pandemic
• Risk trading, network topology and banking regulation
• Systemic risk in a unifying framework for cascading processes on networks

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