Pages that link to "Item:Q2213645"
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The following pages link to Diversification and systemic risk in the banking system (Q2213645):
Displaying 16 items.
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk (Q310950) (← links)
- Portfolio diversification and systemic risk in interbank networks (Q1655687) (← links)
- A regulation model for the solvency of banking system: based on the pinning control theory of complex network (Q1727399) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
- Banking regulation and systemic risk (Q1870487) (← links)
- Contagion and risk-sharing on the inter-bank market (Q1994269) (← links)
- Systemic risk shifting in financial networks (Q1995303) (← links)
- Addressing systemic risk using contingent convertible debt -- a network analysis (Q2029335) (← links)
- The optimal bailout policy in an interbank network (Q2158733) (← links)
- Interbank borrowing and lending between financially constrained banks (Q2205988) (← links)
- Diversification and bank stability (Q2208675) (← links)
- Systemic risk of portfolio diversification (Q2236296) (← links)
- Analysis of financial contagion based on overlapping portfolios (Q2983994) (← links)
- When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification (Q3178758) (← links)
- Multilayer interbank networks and systemic risk propagation: evidence from China (Q6054644) (← links)
- Network versus portfolio structure in financial systems (Q6135176) (← links)