Contagion and equilibria in diversified financial networks

DOI10.1016/J.JET.2024.105819zbMATH Open1539.91136MaRDI QIDQ6537236FDOQ6537236

Authors: Victor Amelkin, Santosh S. Venkatesh, Rakesh V. Vohra 

Publication date: 14 May 2024

Published in: Journal of Economic Theory (Search for Journal in Brave)

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zbMATH Keywords

dynamicsrandom networkequilibriumsystemic riskconcentration of measurefinancial network

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• An introduction to matrix concentration inequalities
• Title not available (Why is that?)
• A lattice-theoretical fixpoint theorem and its applications
• Reaching a Consensus
• Systemic risk in financial systems
• Finding all equilibria in games of strategic complements
• The theory of probability. Explorations and applications
• Distributions of centrality on networks
• Über die Abgrenzung der Eigenwerte einer Matrix.

Cited In (3)

• Exit Spirals in Coupled Networked Markets
• The effect of heterogeneity on financial contagion due to overlapping portfolios
• Transfers and resilience in economic networks

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