Narrow search
Showing 1 - 10 of 129
Cover Image
Understanding flash crash contagion and systemic risk : a micro-macro agent-based approach
Paulin, James; Calinescu, Anisoara; Wooldridge, Michael J. - In: Journal of economic dynamics & control 100 (2019), pp. 200-229
Persistent link: https://www.econbiz.de/10012130964
Cover Image
Contagion between asset markets : a two market heterogeneous agents model with destabilising spillover effects
Hommes, Cars H.; Vroegop, Joris - In: Journal of economic dynamics & control 100 (2019), pp. 314-333
Persistent link: https://www.econbiz.de/10012130975
Cover Image
Behavioural heterogeneity and shift-contagion : evidence from the Asian crisis
Jong, Eelke de; Verschoor, Willem F. C.; Zwinkels, … - In: Journal of economic dynamics & control 33 (2009) 11, pp. 1929-1944
Persistent link: https://www.econbiz.de/10003888586
Cover Image
Econometric issues in the analysis of contagion
Pesaran, M. Hashem; Pick, Andreas - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1245-1277
Persistent link: https://www.econbiz.de/10003443385
Cover Image
Dynamic hedging of synthetic CDO tranches with spread risk and default contagion
Frey, Rüdiger; Backhaus, Jochen - In: Journal of economic dynamics & control 34 (2010) 4, pp. 710-724
Persistent link: https://www.econbiz.de/10003966525
Cover Image
Systemic risk, financial contagion and financial fragility
Martínez-Jaramillo, Serafín; Pérez, Omar Pérez; … - In: Journal of economic dynamics & control 34 (2010) 11, pp. 2358-2374
Persistent link: https://www.econbiz.de/10009008870
Cover Image
Contagion and risk-sharing on the inter-bank market
Ladley, Dan - In: Journal of economic dynamics & control 37 (2013) 7, pp. 1384-1400
Persistent link: https://www.econbiz.de/10009751158
Cover Image
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of economic dynamics & control 37 (2013) 11, pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
Cover Image
Systemic risk in banking networks : advantages of "tiered" banking systems
Teteryatnikova, Mariya - In: Journal of economic dynamics & control 47 (2014), pp. 186-210
Persistent link: https://www.econbiz.de/10010485863
Cover Image
Overlapping portfolios, contagion, and financial stability
Caccioli, Fabio; Farmer, J. Doyne; Foti, Nick; … - In: Journal of economic dynamics & control 51 (2015), pp. 50-63
Persistent link: https://www.econbiz.de/10011474265