How is systemic risk amplified by three typical financial networks
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Publication:2676166
DOI10.1007/S40305-021-00389-YOpenAlexW4210714922MaRDI QIDQ2676166FDOQ2676166
Authors: Jiali Ma, Xiao-Chuan Pang, Shushang Zhu 
Publication date: 27 September 2022
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40305-021-00389-y
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Cites Work
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- Financial contagion and asset liquidation strategies
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- An optimization view of financial systemic risk modeling: network effect and market liquidity effect
- Distress and default contagion in financial networks
- Inhomogeneous financial networks and contagious links
- Uniqueness of equilibrium in a payment system with liquidation costs
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
Cited In (5)
- Overlapping portfolios, contagion, and financial stability
- An optimization view of financial systemic risk modeling: network effect and market liquidity effect
- Research on systemic risk in a triple network
- Insurance risk analysis of financial networks vulnerable to a shock
- Risk amplification effect of multilayer financial networks: feedback mechanism or cyclic structure?
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