Pages that link to "Item:Q4610278"
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The following pages link to Network topology of the interbank market (Q4610278):
Displaying 31 items.
- Elimination of systemic risk in financial networks by means of a systemic risk transaction tax (Q4554229) (← links)
- Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information (Q4555062) (← links)
- Systemic risk and dynamics of contagion: a duplex inter-bank network (Q4555152) (← links)
- Can bank-specific variables predict contagion effects? (Q4555183) (← links)
- Financial networks and interconnectedness in an advanced emerging market economy (Q4555186) (← links)
- Network reconstruction with UK CDS trade repository data (Q4555197) (← links)
- Nestedness in networks: A theoretical model and some applications (Q4585990) (← links)
- Financial networks with intermediation (Q4646499) (← links)
- Risk trading, network topology and banking regulation (Q4647274) (← links)
- The multiplex structure of interbank networks (Q4683028) (← links)
- When does low interconnectivity cause systemic risk? (Q4683110) (← links)
- How Unstable Are Complex Financial Systems? Analyzing an Inter-bank Network of Credit Relations (Q4687370) (← links)
- Managing Default Contagion in Inhomogeneous Financial Networks (Q4971974) (← links)
- Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing (Q5014250) (← links)
- Modelling the Cognitive Financial Group Interconnected Risk Network (Q5095373) (← links)
- Dynamic credit default swap curves in a network topology (Q5235459) (← links)
- Optimization of Fire Sales and Borrowing in Systemic Risk (Q5742495) (← links)
- A unified approach to systemic risk measures via acceptance sets (Q5743125) (← links)
- SYSTEMIC RISK: THE EFFECT OF MARKET CONFIDENCE (Q5854310) (← links)
- FINANCIAL CONTAGION IN A STOCHASTIC BLOCK MODEL (Q5854323) (← links)
- Do central counterparties reduce counterparty and liquidity risk? Empirical results (Q5862155) (← links)
- Link stability analysis of temporal international fertilizer trade networks (Q5875889) (← links)
- Intermediaries' substitutability and financial network resilience: a hyperstructure approach (Q6094472) (← links)
- Decentralized payment clearing using blockchain and optimal bidding (Q6112780) (← links)
- CONTAGION IN HETEROGENEOUS FINANCIAL NETWORKS (Q6121961) (← links)
- A dynamic network model to measure exposure concentration in the Austrian interbank market (Q6122777) (← links)
- Research on systemic risk in a triple network (Q6172020) (← links)
- Multi-period liability clearing via convex optimal control (Q6173805) (← links)
- Clustering heterogeneous financial networks (Q6196293) (← links)
- FINANCIAL CONTAGION IN LARGE, INHOMOGENEOUS STOCHASTIC INTERBANK NETWORKS (Q6203306) (← links)
- Interactions between monetary and macroprudential policies (Q6576890) (← links)