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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
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A model of the topology of the bank : firm credit network and its role as channel of contagion
Lux, Thomas - In: Journal of economic dynamics & control 66 (2016), pp. 36-53
Persistent link: https://www.econbiz.de/10011708361
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Systemic risk mitigation in financial networks
Capponi, Agostino; Chen, Peng-Chu - In: Journal of economic dynamics & control 58 (2015), pp. 152-166
Persistent link: https://www.econbiz.de/10011574650
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Rollover risk, network structure and systemic financial crises
Anand, Kartik; Gai, Prasanna; Marsili, Matteo - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1088-1100
Persistent link: https://www.econbiz.de/10009634280
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What is the minimal systemic risk in financial exposure networks?
Diem, Christian; Pichler, Anton; Thurner, Stefan - In: Journal of economic dynamics & control 116 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012503232
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Incentivizing resilience in financial networks
Leduc, Matt V.; Thurner, Stefan - In: Journal of economic dynamics & control 82 (2017), pp. 44-66
Persistent link: https://www.econbiz.de/10011915300
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Portfolio diversification and systemic risk in interbank networks
Tasca, Paolo; Battiston, Stefano; Deghi, Andrea - In: Journal of economic dynamics & control 82 (2017), pp. 96-124
Persistent link: https://www.econbiz.de/10011915509
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A flow network analysis of direct balance-sheet contagion in financial networks
Eboli, Mario - In: Journal of economic dynamics & control 103 (2019), pp. 205-233
Persistent link: https://www.econbiz.de/10012131085
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Financial fragility and distress propagation in a network of regions
Vitali, Stefania; Battiston, Stefano; Gallegati, Mauro - In: Journal of economic dynamics & control 62 (2016), pp. 56-75
Persistent link: https://www.econbiz.de/10011708166
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Contagion accounting in stress-testing
Aldasoro, Iñaki; Hüser, Anne-Caroline; Kok Sørensen, … - In: Journal of economic dynamics & control 137 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013464710