DOUBLE CASCADE MODEL OF FINANCIAL CRISES
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Publication:2816958
DOI10.1142/S0219024916500412zbMath1396.91795arXiv1310.6873OpenAlexW2528420755MaRDI QIDQ2816958
Quentin H. Shao, T. R. Hurd, Sergey Melnik, Davide Cellai
Publication date: 26 August 2016
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.6873
Random graphs (graph-theoretic aspects) (05C80) Corporate finance (dividends, real options, etc.) (91G50)
Related Items (4)
The Construction and Properties of Assortative Configuration Graphs ⋮ A unified approach to systemic risk measures via acceptance sets ⋮ BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY ⋮ On fairness of systemic risk measures
Cites Work
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
- Contagion! Systemic Risk in Financial Networks
- Systemic Risk in Financial Systems
- Contagion in financial networks
- Directed scale-free graphs
- On Watts' cascade model with random link weights
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