Pages that link to "Item:Q1017080"
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The following pages link to Network models and financial stability (Q1017080):
Displayed 50 items.
- Rollover risk, network structure and systemic financial crises (Q310940) (← links)
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk (Q310950) (← links)
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- Firm-network characteristics and economic robustness to natural disasters (Q428032) (← links)
- On the computational complexity of measuring global stability of banking networks (Q487019) (← links)
- Vulnerability and controllability of networks of networks (Q506872) (← links)
- Network topology and interbank credit risk (Q508318) (← links)
- Large exposure estimation through automatic business group identification (Q513093) (← links)
- The financial accelerator in an evolving credit network (Q602859) (← links)
- Dynamics of brand competition: effects of unobserved social networks (Q608890) (← links)
- Generation of networks with prescribed degree-dependent clustering (Q691437) (← links)
- A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades (Q741328) (← links)
- Systemic losses due to counterparty risk in a stylized banking system (Q743444) (← links)
- Leveraged network-based financial accelerator (Q900392) (← links)
- Systemic risk, financial markets, and performance of financial institutions (Q1615812) (← links)
- An endogenous model of the credit network (Q1618857) (← links)
- Networked relationships in the e-MID interbank market: a trading model with memory (Q1623966) (← links)
- Financial regulations and bank credit to the real economy (Q1623967) (← links)
- Overlapping portfolios, contagion, and financial stability (Q1623981) (← links)
- Reconstruction methods for networks: the case of economic and financial systems (Q1632525) (← links)
- Monitoring vulnerability and impact diffusion in financial networks (Q1655627) (← links)
- Interbank loans, collateral and modern monetary policy (Q1656472) (← links)
- Financial fragility and distress propagation in a network of regions (Q1656507) (← links)
- A model of the topology of the bank -- firm credit network and its role as channel of contagion (Q1656782) (← links)
- Evaluating systemic risk using bank default probabilities in financial networks (Q1656783) (← links)
- Multiplex networks of the guarantee market: evidence from China (Q1674910) (← links)
- Identifying systemically important financial institutions: a network approach (Q1722754) (← links)
- Financial contagion and asset liquidation strategies (Q1728164) (← links)
- Measuring network systemic risk contributions: a leave-one-out approach (Q1734536) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
- Credit risk contagion in an evolving network model integrating spillover effects and behavioral interventions (Q1784919) (← links)
- Credit risk contagion based on asymmetric information association (Q1791109) (← links)
- A network model of credit risk contagion (Q1936024) (← links)
- Systemic risk in banking networks: advantages of ``tiered'' banking systems (Q1991920) (← links)
- Prices, debt and market structure in an agent-based model of the financial market (Q1991937) (← links)
- Contagion and risk-sharing on the inter-bank market (Q1994269) (← links)
- Stability of the world trade web over time -- an extinction analysis (Q1994290) (← links)
- Systemic risk governance in a dynamical model of a banking system (Q2010097) (← links)
- What is the minimal systemic risk in financial exposure networks? (Q2191503) (← links)
- Defaulting firms and systemic risks in financial networks: a normative approach (Q2205995) (← links)
- Diversification and systemic risk in the banking system (Q2213645) (← links)
- An equilibrium model of interbank networks based on variational inequalities (Q2248410) (← links)
- Optimal intervention under stress scenarios: a case of the Korean financial system (Q2294313) (← links)
- The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks (Q2296100) (← links)
- Impact of contingent payments on systemic risk in financial networks (Q2323337) (← links)
- Forward-looking solvency contagion (Q2338548) (← links)
- The impact of network inhomogeneities on contagion and system stability (Q2400008) (← links)
- The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks (Q2409061) (← links)
- Contagion risk in endogenous financial networks (Q2410452) (← links)
- Assessing interbank contagion using simulated networks (Q2438067) (← links)