Inhomogeneous financial networks and contagious links
From MaRDI portal
Publication:3178760
Recommendations
Cites work
- A simple model of global cascades on random networks
- A weighted configuration model and inhomogeneous epidemics
- Birth of a strongly connected giant in an inhomogeneous random digraph
- Bootstrap percolation and diffusion in random graphs with given vertex degrees
- Bootstrap percolation in living neural networks
- Bootstrap percolation on the random graph \(G_{n,p}\)
- Contagion in financial networks
- Credit default swaps and systemic risk
- Diffusion and cascading behavior in random networks
- Epidemics and rumours in complex networks.
- Filling in the blanks: network structure and interbank contagion
- Interacting particle systems as stochastic social dynamics
- On percolation in random graphs with given vertex degrees
- Random graph dynamics
- Recovery rates in investment-grade pools of credit assets: a large deviations analysis
- Rollover risk, network structure and systemic financial crises
- Running for the exit: distressed selling and endogenous correlation in financial markets
- Systemic losses due to counterparty risk in a stylized banking system
- Systemic risk in financial systems
- The phase transition in inhomogeneous random graphs
- The topology of overlapping portfolio networks
- Thresholds for virus spread on networks
- Which Networks are Least Susceptible to Cascading Failures?
Cited in
(40)- Multilayer information spillover networks: measuring interconnectedness of financial institutions
- Optimal connectivity for a large financial network
- Preface to the Special Issue on Systemic Risk: Models and Mechanisms
- A flow network analysis of direct balance-sheet contagion in financial networks
- Contagion risks and security investment in directed networks
- Borrowing capacity, financial instability, and contagion
- Credit risk contagion and optimal dual control -- an SIS/R model
- Contagion and supervision of liquidity crisis in interbank markets: based on the SIS network model
- Vine copula modeling dependence among cyber risks: a dangerous regulatory paradox
- Financial fragility and distress propagation in a network of regions
- Financial asset bubbles in banking networks
- Double cascade model of financial crises
- Contagion in financial networks
- A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades
- Risk in a large claims insurance market with bipartite graph structure
- The construction and properties of assortative configuration graphs
- Financial contagion in interbank networks: the case of Erdős-Rényi network model
- Contagion in an interacting economy
- Contagion and equilibria in diversified financial networks
- The topology of overlapping portfolio networks
- The spread of a financial virus through Europe and beyond
- Functional Inequalities and Analysis of Contagion in the Financial Networks
- Clustering heterogeneous financial networks
- A Dynamic Contagion Risk Model with Recovery Features
- Systemic cascades on inhomogeneous random financial networks
- Contagion in financial systems: a Bayesian network approach
- Managing Default Contagion in Inhomogeneous Financial Networks
- Contagion risk in endogenous financial networks
- Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walks
- Complex network construction of Internet finance risk
- How is systemic risk amplified by three typical financial networks
- The effect of heterogeneity on financial contagion due to overlapping portfolios
- Ponzi scheme diffusion in complex networks
- Financial contagion in a stochastic block model
- Bootstrap percolation in inhomogeneous random graphs
- Optimal dividend strategy for an insurance group with contagious default risk
- The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks
- Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems
- Multivariate dependence among cyber risks based on \(L\)-hop propagation
- On Watts' cascade model with random link weights
This page was built for publication: Inhomogeneous financial networks and contagious links
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3178760)