Contagion and equilibria in diversified financial networks

DOI10.1016/J.JET.2024.105819MaRDI QIDQ6537236zbMATH OpenFDO

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)

zbMATH Keywords

dynamicsrandom networkequilibriumsystemic riskconcentration of measurefinancial network

Mathematics Subject Classification ID

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

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• Financial contagion in a stochastic block model
• Managing Default Contagion in Inhomogeneous Financial Networks
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Cites work

• scientific article; zbMATH DE number 41285 (Why is no real title available?)
• A lattice-theoretical fixpoint theorem and its applications
• An introduction to matrix concentration inequalities
• Distributions of centrality on networks
• Finding all equilibria in games of strategic complements
• Reaching a Consensus
• Systemic risk in financial systems
• The theory of probability. Explorations and applications
• Über die Abgrenzung der Eigenwerte einer Matrix.

Cited in

(3)

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

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