Systemic cascades on inhomogeneous random financial networks
Year of publication: |
2023
|
---|---|
Authors: | Hurd, T. R. |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 17.2023, 1, p. 1-21
|
Subject: | Banking network | Cascade | Funding liquidity | Insolvency | Interbank exposure | Locally tree-like | Random financial network | Systemic risk | Unternehmensnetzwerk | Business network | Systemrisiko | Netzwerk | Network | Finanzsektor | Financial sector | Bankenliquidität | Bank liquidity | Insolvenz | Interbankenmarkt | Interbank market | Theorie | Theory | Geldmarkt | Money market | Bank |
-
Bank panics and fire sales, insolvency and illiquidity
Hurd, T. R., (2018)
-
A dynamic network model of interbank lending-systemic risk and liquidity provisioning
Capponi, Agostino, (2020)
-
Serri, Matteo, (2017)
- More ...
-
A note on log-optimal portfolios in exponential Lévy markets
Hurd, T. R., (2004)
-
Business closures and (re)openings in real time using Google Places
Duprey, Thibaut, (2022)
-
Business closures and (re)openings in real-time using Google Places: Proof of concept
Rigobon, Daniel E., (2022)
- More ...