Pages that link to "Item:Q4683024"
From MaRDI portal
The following pages link to Modelling the emergence of the interbank networks (Q4683024):
Displayed 11 items.
- The network structure and systemic risk in the global non-life insurance market (Q282265) (← links)
- Emergence of a core-periphery structure in a simple dynamic model of the interbank market (Q1624023) (← links)
- Interbank loans, collateral and modern monetary policy (Q1656472) (← links)
- Network entropy and systemic risk in dynamic banking systems (Q1687399) (← links)
- Constructing banking networks under decreasing costs of link formation (Q2127361) (← links)
- Leveraging the network: a stress-test framework based on debtrank (Q2520730) (← links)
- Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) (← links)
- Can bank-specific variables predict contagion effects? (Q4555183) (← links)
- Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355) (← links)
- Optimization of Fire Sales and Borrowing in Systemic Risk (Q5742495) (← links)
- SYSTEMIC RISK: THE EFFECT OF MARKET CONFIDENCE (Q5854310) (← links)