Pages that link to "Item:Q3178760"
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The following pages link to Inhomogeneous Financial Networks and Contagious Links (Q3178760):
Displaying 33 items.
- A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades (Q741328) (← links)
- Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walks (Q934192) (← links)
- Financial fragility and distress propagation in a network of regions (Q1656507) (← links)
- Financial contagion in interbank networks: the case of Erdős-Rényi network model (Q1982257) (← links)
- A flow network analysis of direct balance-sheet contagion in financial networks (Q2002655) (← links)
- Complex network construction of Internet finance risk (Q2067078) (← links)
- Ponzi scheme diffusion in complex networks (Q2145566) (← links)
- The spread of a financial virus through Europe and beyond (Q2335314) (← links)
- The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks (Q2409061) (← links)
- Contagion risk in endogenous financial networks (Q2410452) (← links)
- The topology of overlapping portfolio networks (Q2520732) (← links)
- Multivariate dependence among cyber risks based on \(L\)-hop propagation (Q2665874) (← links)
- How is systemic risk amplified by three typical financial networks (Q2676166) (← links)
- Systemic cascades on inhomogeneous random financial networks (Q2690069) (← links)
- Double cascade model of financial crises (Q2816958) (← links)
- BORROWING CAPACITY, FINANCIAL INSTABILITY, AND CONTAGION (Q3121228) (← links)
- Preface to the Special Issue on Systemic Risk: Models and Mechanisms (Q3178756) (← links)
- Risk in a Large Claims Insurance Market with Bipartite Graph Structure (Q3178764) (← links)
- Contagion in financial networks (Q3575294) (← links)
- Optimal connectivity for a large financial network (Q4606418) (← links)
- Managing Default Contagion in Inhomogeneous Financial Networks (Q4971974) (← links)
- Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)
- Multilayer information spillover networks: measuring interconnectedness of financial institutions (Q5014249) (← links)
- A Dynamic Contagion Risk Model with Recovery Features (Q5085147) (← links)
- Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems (Q5162854) (← links)
- Financial Asset Bubbles in Banking Networks (Q5227411) (← links)
- Functional Inequalities and Analysis of Contagion in the Financial Networks (Q5251551) (← links)
- Contagion and supervision of liquidity crisis in interbank markets: based on the SIS network model (Q6061053) (← links)
- Credit risk contagion and optimal dual control -- an SIS/R model (Q6104739) (← links)
- Contagion risks and security investment in directed networks (Q6113173) (← links)
- Bootstrap percolation in inhomogeneous random graphs (Q6119933) (← links)
- Clustering heterogeneous financial networks (Q6196293) (← links)
- Vine copula modeling dependence among cyber risks: a dangerous regulatory paradox (Q6581514) (← links)