Pages that link to "Item:Q3387916"
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The following pages link to A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning (Q3387916):
Displaying 18 items.
- Bank liquidity and the global financial crisis (Q443062) (← links)
- A dynamic network model of the unsecured interbank lending market (Q1657330) (← links)
- Mean field games with heterogeneous groups: application to banking systems (Q2073048) (← links)
- Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence (Q2145789) (← links)
- Modeling and mathematical analysis of liquidity risk contagion in the banking system (Q2162399) (← links)
- An equilibrium model of interbank networks based on variational inequalities (Q2248410) (← links)
- Dynamic contagion in a banking system with births and defaults (Q2292038) (← links)
- Stability in a model of interbank lending (Q2873149) (← links)
- The impact of Basel III on financial (in)stability: an agent-based credit network approach (Q4683107) (← links)
- Mean Field Limits of Particle-Based Stochastic Reaction-Diffusion Models (Q5024686) (← links)
- A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes (Q5085151) (← links)
- Network Effects in Default Clustering for Large Systems (Q5108926) (← links)
- Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems (Q5162854) (← links)
- Interbank network model and distributed prediction strategy of systemic risk (Q5371369) (← 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)
- Clustering heterogeneous financial networks (Q6196293) (← links)
- Mean field limits of particle-based stochastic reaction-drift-diffusion models (Q6668490) (← links)
