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Allen, Franklin; Gale, Douglas - In: Toward a just society : Joseph Stiglitz and …, (pp. 240-276). 2018

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Cabrales, Antonio; Gottardi, Piero; Vega-Redondo, Fernando - In: The review of financial studies 30 (2017) 9, pp. 3086-3127

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Interbank risk assessment : a simulation approach

Jager, Maximilian; Siemsen, Thomas; Vilsmeier, Johannes - 2020

that time in general resilient to the default of large banks, i.e. did not exhibit substantial contagion risk. Even though …

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Measuring and testing tail dependence and contagion risk between Major stock markets

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Pandemic Risk Management in Operations and Finance : Modeling the Impact of COVID-19

Wu, Desheng Dash; Olson, David L. - 2020 - 1st ed. 2020.

to Pandemic Planning -- Macroeconomic Impact -- Supply Chain Impact -- Debt Risk Analysis Using Two-Tier Networks -- The … financial contagion, debt risk analysis, and health system efficiency performance, and addresses specific models of pandemic … citations, it focuses on describing the methods and explaining how they work, rather than on theory. The data sets and software …