Contagion in financial networks
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Publication:3575294
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Cited in
(only showing first 100 items - show all)- Obligations with physical delivery in a multilayered financial network
- Contagion in financial systems: a Bayesian network approach
- Double cascade model of financial crises
- Optimizing spread dynamics on graphs by message passing
- Financial contagion through asset price and interbank networks
- Risk in a large claims insurance market with bipartite graph structure
- Duality and free energy analyticity bounds for few-body Ising models with extensive homology rank
- Networked relationships in the e-MID interbank market: a trading model with memory
- Identifying systemically important financial institutions: a network approach
- An adaptive dynamical model of default contagion
- Financial contagion in a stochastic block model
- Credit risk contagion based on asymmetric information association
- The impacts of interest rates on banks' loan portfolio risk-taking
- An integrated model for fire sales and default contagion
- scientific article; zbMATH DE number 5281511 (Why is no real title available?)
- Diffusion of defaults among financial institutions
- Heterogeneous beliefs in over-the-counter markets
- Coordination problems on networks revisited: statics and dynamics
- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue
- Systemic risk in interbanking networks
- Measuring network systemic risk contributions: a leave-one-out approach
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach
- On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management
- Sudden trust collapse in networked societies
- Systemic risk measures on general measurable spaces
- Asset price dynamics in a chartist-fundamentalist model with time delays: a bifurcation analysis
- An evolutionary analysis of growth and fluctuations with negative externalities
- A flow network analysis of direct balance-sheet contagion in financial networks
- Reconstruction methods for networks: the case of economic and financial systems
- Contagion and risk-sharing on the inter-bank market
- Unstable diffusion in social networks
- The financial instability hypothesis: a stochastic microfoundation framework
- Cross-ownership and portfolio choice
- Contagion in networks: stability and efficiency
- An endogenous model of the credit network
- Financial regulations and bank credit to the real economy
- Overlapping portfolios, contagion, and financial stability
- Systemic credit freezes in financial lending networks
- Borrowing capacity, financial instability, and contagion
- Credit risk contagion in an evolving network model integrating spillover effects and behavioral interventions
- The application of macroprudential capital requirements in managing systemic risk
- Monitoring vulnerability and impact diffusion in financial networks
- Diffusion and cascading behavior in random networks
- Modeling lifetime expected credit losses on bank loans
- The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks
- Systemic risk mitigation in financial networks
- Densely entangled financial systems
- A network model of credit risk contagion
- Contagion and optimization in financial markets
- The rise and fall of trust networks
- Intermediaries' substitutability and financial network resilience: a hyperstructure approach
- Credit risk contagion coupling with sentiment contagion
- How big is too big? Critical shocks for systemic failure cascades
- Contagion! Systemic risk in financial networks
- Contagion and supervision of liquidity crisis in interbank markets: based on the SIS network model
- An optimization view of financial systemic risk modeling: network effect and market liquidity effect
- Liability concentration and systemic losses in financial networks
- Structure and function in human and primate social networks: implications for diffusion, network stability and health
- An equilibrium model of interbank networks based on variational inequalities
- Capital regulation under price impacts and dynamic financial contagion
- Optimization of fire sales and borrowing in systemic risk
- Contagion accounting in stress-testing
- International aggregate risk: effects on financial stability
- Mandatory disclosure and financial contagion
- Market efficient portfolios in a systemic economy
- Research on systemic risk in a triple network
- Insurance risk analysis of financial networks vulnerable to a shock
- Bank panics and fire sales, insolvency and illiquidity
- Functional Inequalities and Analysis of Contagion in the Financial Networks
- The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks
- Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems
- On fairness of systemic risk measures
- Bootstrap percolation in directed inhomogeneous random graphs
- Analysis of financial contagion based on overlapping portfolios
- The impact of network inhomogeneities on contagion and system stability
- A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Rollover risk, network structure and systemic financial crises
- Ponzi scheme diffusion in complex networks
- Risk attribution and interconnectedness in the EU via CDS data
- Incentivizing resilience in financial networks
- Financial fragility and distress propagation in a network of regions
- Intra-day co-movements of crude oil futures: China and the international benchmarks
- Systemic risk in multiplex networks with asymmetric coupling and threshold feedback
- Action selection in growing state spaces: control of network structure growth
- Systemic risk contagion in reconstructed financial credit network within banking and firm sectors on DebtRank based model
- Network versus portfolio structure in financial systems
- Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach
- Inhomogeneous financial networks and contagious links
- Statistical arbitrage and risk contagion
- Control of interbank contagion under partial information
- Impact of contingent payments on systemic risk in financial networks
- Impact of the RMB joining in the SDR basket on its internationalization from the perspective of risk spillover
- Algebraic bounds for heterogeneous site percolation on directed and undirected graphs
- Contagion in an interacting economy
- Systemic cascades on inhomogeneous random financial networks
- A time series analysis of financial fragility in the UK banking system
- Systemic risk in banking networks: advantages of ``tiered banking systems
- Financial network connectedness and systemic risk during the COVID-19 pandemic
- \textit{Post-mortem} examination of the international financial network
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