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Characterization of efficient networks in a generalized connections model with endogenous link strength

Olaizola, Norma; Valenciano, Federico - In: SERIEs : Journal of the Spanish Economic Association 11 (2020) 3, pp. 341-367

We consider a natural generalization of Jackson and Wolinsky's (J Econ Theory 71:44- 74, 1996) connections model where the quality or strength of a link depends on the amount invested in it and is determined by a non-decreasing function of that amount. The information that the nodes receive...

Persistent link: https://www.econbiz.de/10012293123

Dynamics of funding liquidity and risk-taking : evidence from commercial banks

Abbas, Faisal; Ali, Shoaib; Yousaf, Imran; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-16

The purpose of this study is to investigate the impact of funding liquidity risk on the banks' risk-taking behavior. To … funding liquidity increases the banks' risk-taking of US commercial banks. Furthermore, banks with higher deposits are less … findings infer that increases in bank funding liquidity increase both risk-weighted assets and liquidity creation, and deposit …

Persistent link: https://www.econbiz.de/10012605946

Characterization of efficient networks in a generalized connections model with endogenous link strength

Olaizola, Norma; Valenciano, Federico - In: SERIEs - Journal of the Spanish Economic Association 11 (2020) 3, pp. 341-367

Persistent link: https://www.econbiz.de/10014496086

From bilateral two-way to unilateral one-way flow link-formation

Olaizola, Norma; Valenciano, Federico - In: SERIEs - Journal of the Spanish Economic Association 7 (2016) 2, pp. 257-278

We provide a model that allows for a transition between the simplest variation of two basic models of strategic network formation: Bala and Goyal's one-way flow model without decay, where links can be unilaterally formed, and a version without decay of Jackson and Wolinsky's connections model...

Persistent link: https://www.econbiz.de/10011650320

From bilateral two-way to unilateral one-way flow link-formation

Olaizola, Norma; Valenciano, Federico - In: SERIEs : Journal of the Spanish Economic Association 7 (2016) 2, pp. 257-278

Persistent link: https://www.econbiz.de/10011500250

A unifying model of strategic network formation

Olaizola, Norma; Valenciano, Federico - In: International journal of game theory : official journal … 47 (2018) 4, pp. 1033-1063

Persistent link: https://www.econbiz.de/10012010866

Core-periphery and nested networks emerging from a simple model of network formation

Olaizola, Norma; Valenciano, Federico - In: Mathematical social sciences 129 (2024), pp. 42-51

Persistent link: https://www.econbiz.de/10014558663

A connections model with decreasing returns link-formation technology

Olaizola, Norma; Valenciano, Federico - In: SERIEs - Journal of the Spanish Economic Association 14 (2023) 1, pp. 31-61

We study a connections model where the strength of a link depends on the amount invested in it and is determined by an increasing strictly concave function. The revenue from investments in links is the value (information, contacts, friendship) that the nodes receive through the network. First,...

Persistent link: https://www.econbiz.de/10014496075

A connections model with decreasing returns link-formation technology

Olaizola, Norma; Valenciano, Federico - In: SERIEs : Journal of the Spanish Economic Association 14 (2023) 1, pp. 31-61

Persistent link: https://www.econbiz.de/10014281320

Dynamics of bank capital ratios and risk-taking: Evidence from US commercial banks

Abbas, Faisal; Ali, Shoaib - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-21

This study aims to explore how different capital ratios influence the risk-taking of large commercial banks of the USA. The study collects the data from FDIC for commercial banks from 2003 to 2019. We use a two-step GMM method to manage the endogeneity, simultaneity, heteroscedasticity, and...

Persistent link: https://www.econbiz.de/10014001550