Pages that link to "Item:Q4610278"

The following pages link to Network topology of the interbank market (Q4610278):

Displaying 50 items.

• The network structure and systemic risk in the global non-life insurance market (Q282265) (← links)
• Systemic risk measures on general measurable spaces (Q343813) (← links)
• Network topology and interbank credit risk (Q508318) (← links)
• Disentangling bipartite and core-periphery structure in financial networks (Q508321) (← links)
• Credit default swaps and systemic risk (Q513095) (← links)
• The financial accelerator in an evolving credit network (Q602859) (← links)
• Systemic losses due to counterparty risk in a stylized banking system (Q743444) (← links)
• Compound Poisson models for weighted networks with applications in finance (Q829212) (← links)
• An endogenous model of the credit network (Q1618857) (← links)
• Bank supervision using the threshold-minimum dominating set (Q1619369) (← links)
• Networked relationships in the e-MID interbank market: a trading model with memory (Q1623966) (← links)
• To bail-out or to bail-in? Answers from an agent-based model (Q1623970) (← links)
• Emergence of a core-periphery structure in a simple dynamic model of the interbank market (Q1624023) (← links)
• Reconstruction methods for networks: the case of economic and financial systems (Q1632525) (← links)
• Incentivizing resilience in financial networks (Q1655678) (← 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)
• A dynamic network model of the unsecured interbank lending market (Q1657330) (← links)
• Dynamics in bank crisis model (Q1665528) (← links)
• The power grid as a complex network: a survey (Q1672969) (← links)
• Partially overlapping ownership and contagion in financial networks (Q1687393) (← links)
• Network entropy and systemic risk in dynamic banking systems (Q1687399) (← links)
• Identifying systemically important financial institutions: a network approach (Q1722754) (← links)
• A regulation model for the solvency of banking system: based on the pinning control theory of complex network (Q1727399) (← links)
• A flow network analysis of direct balance-sheet contagion in financial networks (Q2002655) (← links)
• Contagion in networks: stability and efficiency (Q2070563) (← links)
• The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
• Constructing banking networks under decreasing costs of link formation (Q2127361) (← links)
• Analyzing systemic risk using non-linear marginal expected shortfall and its minimum spanning tree (Q2148614) (← links)
• Private liquidity matching using MPC (Q2152152) (← links)
• Bank multiplex networks and systemic risk (Q2163131) (← links)
• Network interdependence and optimization of bank portfolios from developed and emerging Asia Pacific countries (Q2166077) (← links)
• Do banks change their liquidity ratios based on network characteristics? (Q2183893) (← links)
• Time series, hidden variables and spatio-temporal ordinality networks (Q2190818) (← 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)
• On fairness of systemic risk measures (Q2308182) (← links)
• One-way flow networks with decreasing returns to linking (Q2397936) (← links)
• The topology of overlapping portfolio networks (Q2520732) (← links)
• Reducing systemic risk in a multi-layer network using reinforcement learning (Q2675921) (← links)
• Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) (← links)
• Risk-Dependent Centrality in Economic and Financial Networks (Q3295871) (← links)
• Control of Interbank Contagion Under Partial Information (Q3465254) (← links)
• Empirical Analysis of the Architecture of the Interbank Market and Credit Market Using Network Theory (Q3606089) (← links)
• Elimination of systemic risk in financial networks by means of a systemic risk transaction tax (Q4554229) (← links)
• Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information (Q4555062) (← links)
• Systemic risk and dynamics of contagion: a duplex inter-bank network (Q4555152) (← links)
• Can bank-specific variables predict contagion effects? (Q4555183) (← links)
• Financial networks and interconnectedness in an advanced emerging market economy (Q4555186) (← links)
• Network reconstruction with UK CDS trade repository data (Q4555197) (← links)