An Optimization View of Financial Systemic Risk Modeling : The Network Effect and the Market Liquidity Effect
Year of publication: |
2014
|
---|---|
Authors: | Chen, Nan |
Other Persons: | Liu, Xin (contributor) ; Yao, David (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (56 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 23, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2463545 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G21 - Banks; Other Depository Institutions; Mortgages ; G33 - Bankruptcy; Liquidation |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A Continuous Time Structural Model for Insolvency, Recovery, and Rollover Risks
Liang, Gechun, (2012)
-
A Continuous-Time Model of Financial Clearing
Sonin, Isaac, (2020)
-
Green, Andrew David, (2016)
- More ...
-
Chen, Nan, (2016)
-
Promotion Design with Path Dependent Network Effects
Bi, Sheng, (2020)
-
A Dynamic Network Model of Interbank Lending — Systemic Risk and Liquidity Provisioning
Capponi, Agostino, (2019)
- More ...