Pages that link to "Item:Q310950"

The following pages link to Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk (Q310950):

Displaying 50 items.

• Excess covariance and dynamic instability in a multi-asset model (Q310954) (← links)
• Diffusion and cascading behavior in random networks (Q423751) (← links)
• Network topology and interbank credit risk (Q508318) (← links)
• Credit default swaps and systemic risk (Q513095) (← links)
• Particle systems with singular interaction through hitting times: application in systemic risk modeling (Q670735) (← links)
• Incorporating contagion in portfolio credit risk models using network theory (Q680825) (← links)
• Systemic losses due to counterparty risk in a stylized banking system (Q743444) (← links)
• \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe (Q900389) (← links)
• \textit{Post-mortem} examination of the international financial network (Q900402) (← links)
• Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data (Q1620420) (← links)
• Introduction special issue crises and complexity (Q1623957) (← links)
• Towards a credit network based early warning indicator for crises (Q1623965) (← 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)
• Price dynamics, financial fragility and aggregate volatility (Q1624000) (← links)
• Fiscal and monetary policies in complex evolving economies (Q1624043) (← links)
• Financial data science (Q1642419) (← links)
• Valuing inputs under supply uncertainty: the Bayesian Shapley value (Q1651271) (← links)
• Monitoring vulnerability and impact diffusion in financial networks (Q1655627) (← links)
• Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes (Q1655659) (← links)
• Portfolio diversification and systemic risk in interbank networks (Q1655687) (← links)
• Modeling loss-propagation in the global supply network: the dynamic agent-based model acclimate (Q1655768) (← links)
• Financial fragility and distress propagation in a network of regions (Q1656507) (← links)
• Evaluating systemic risk using bank default probabilities in financial networks (Q1656783) (← links)
• Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach (Q1657178) (← links)
• Systemic risk mitigation in financial networks (Q1657505) (← links)
• Identifying systemically important financial institutions: a network approach (Q1722754) (← links)
• Interaction in agent-based economics: a survey on the network approach (Q1782628) (← links)
• How big is too big? Critical shocks for systemic failure cascades (Q1953095) (← links)
• Bootstrapping topological properties and systemic risk of complex networks using the fitness model (Q1953108) (← links)
• Systemic risk in banking networks: advantages of ``tiered'' banking systems (Q1991920) (← 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)
• Heterogeneous beliefs in over-the-counter markets (Q1994417) (← links)
• Crisis contracts (Q1996121) (← links)
• Systemic risk governance in a dynamical model of a banking system (Q2010097) (← links)
• Mandatory disclosure and financial contagion (Q2025035) (← links)
• Interconnected banks and systemically important exposures (Q2054852) (← links)
• Financial contagion through space-time point processes (Q2059116) (← links)
• The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
• Insurance risk analysis of financial networks vulnerable to a shock (Q2140225) (← links)
• Business fluctuations in a behavioral switching model: gridlock effects and credit crunch phenomena in financial networks (Q2191454) (← links)
• What is the minimal systemic risk in financial exposure networks? (Q2191503) (← links)
• Diversification and systemic risk in the banking system (Q2213645) (← links)
• Systemic risk assessment through high order clustering coefficient (Q2241111) (← links)
• Tail Granger causalities and where to find them: extreme risk spillovers vs spurious linkages (Q2246755) (← links)
• Filtering for risk assessment of interbank network (Q2272322) (← links)
• Partial mean field limits in heterogeneous networks (Q2280020) (← links)
• On fairness of systemic risk measures (Q2308182) (← links)