Contagion in financial networks
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Publication:3575294
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- How unstable are complex financial systems? Analyzing an inter-bank network of credit relations
- The price of complexity in financial networks
- `Too central to fail' firms in bi-layered financial networks: linkages in the US corporate bond and stock markets
- Optimal network compression
- A new method for measuring financial resilience
- Risk amplification effect of multilayer financial networks: feedback mechanism or cyclic structure?
- On the computational complexity of measuring global stability of banking networks
- Network reconstruction with UK CDS trade repository data
- Contagion risks and security investment in directed networks
- Reducing systemic risk in a multi-layer network using reinforcement learning
- A Dynamic Contagion Risk Model with Recovery Features
- Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information
- Forward-looking solvency contagion
- The multiplex structure of interbank networks
- Systemic risk and dynamics of contagion: a duplex inter-bank network
- Modeling financial distress propagation on customer-supplier networks
- Dynamic interbank network analysis using latent space models
- Systemic risk models for disjoint and overlapping groups with equilibrium strategies
- Complex network construction of Internet finance risk
- A unified approach to systemic risk measures via acceptance sets
- Partially overlapping ownership and contagion in financial networks
- Contagion phenomena with applications in finance
- Can bank-specific variables predict contagion effects?
- Financial asset bubbles in banking networks
- Fair immunization and network topology of complex financial ecosystems
- Fractional virus epidemic model on financial networks
- Market procyclicality and systemic risk
- Network analysis and systemic FX settlement risk
- Interbank contagion and resolution procedures: inspecting the mechanism
- On the fictitious default algorithm in fuzzy financial networks
- What is the minimal systemic risk in financial exposure networks?
- Managing Default Contagion in Inhomogeneous Financial Networks
- Contagious McKean-Vlasov systems with heterogeneous impact and exposure
- The influence of risk attitude on credit risk contagion -- perspective of information dissemination
- A response function of Merton model and kinetic Ising model
- Credit default swaps and systemic risk
- Stock market contagion: a new approach
- Liquidity induced asset bubbles via flows of ELMMs
- Financial contagion in interbank networks: the case of Erdős-Rényi network model
- Decentralized payment clearing using blockchain and optimal bidding
- Does the default pecking order impact systemic risk? Evidence from Brazilian data
- The impact of CoCo bonds on systemic risk considering liquidity risk
- Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities
- Particle systems with singular interaction through hitting times: application in systemic risk modeling
- Macroeconomic and financial networks: review of some recent developments in parametric and non-parametric approaches
- Risk-dependent centrality in economic and financial networks
- Dynamics of diffusion on monoplex and multiplex networks: a message-passing approach
- Financial contagion and asset liquidation strategies
- A dynamic network model to measure exposure concentration in the Austrian interbank market
- Model-based reinforcement learning with non-Gaussian environment dynamics and its application to portfolio optimization
- Incorporating contagion in portfolio credit risk models using network theory
- 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
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