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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
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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
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More neighbors, more efficiency
Cui, Zhiwei - In: Journal of economic dynamics & control 40 (2014), pp. 103-115
Persistent link: https://www.econbiz.de/10010424444
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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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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
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Partial information about contagion risk, self-exciting processes and portfolio optimization
Branger, Nicole; Kraft, Holger; Meinerding, Christoph - In: Journal of economic dynamics & control 39 (2014), pp. 18-36
Persistent link: https://www.econbiz.de/10010387822
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Liaisons dangereuses : increasing connectivity, risk sharing, and systemic risk
Battiston, Stefano; Delli Gatti, Domenico; Gallegati, Mauro - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1121-1141
Persistent link: https://www.econbiz.de/10009634277
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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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Relative risk aversion and the transmission of financial crises
Boschi, Melisso; Goenka, Aditya - In: Journal of economic dynamics & control 36 (2012) 1, pp. 85-99
Persistent link: https://www.econbiz.de/10009422352
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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