Preface to the special issue on systemic risk and financial networks
From MaRDI portal
Publication:829203
DOI10.1007/S11579-020-00286-7OpenAlexW3119071677MaRDI QIDQ829203
No author found.
Publication date: 5 May 2021
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-020-00286-7
Collections of articles of miscellaneous specific interest (00B15) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Related Items (1)
Cites Work
- Asset price bubbles, market liquidity, and systemic risk
- How safe are central counterparties in credit default swap markets?
- An optimization model for minimizing systemic risk
- Compound Poisson models for weighted networks with applications in finance
- Dual representations for systemic risk measures based on acceptance sets
- Systemic credit freezes in financial lending networks
- Systemic Risk in Financial Systems
- Managing Default Contagion in Inhomogeneous Financial Networks
This page was built for publication: Preface to the special issue on systemic risk and financial networks