Pages that link to "Item:Q4683024"
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The following pages link to Modelling the emergence of the interbank networks (Q4683024):
Displaying 21 items.
- The network structure and systemic risk in the global non-life insurance market (Q282265) (← links)
- Emergence of a core-periphery structure in a simple dynamic model of the interbank market (Q1624023) (← links)
- Interbank loans, collateral and modern monetary policy (Q1656472) (← links)
- Network entropy and systemic risk in dynamic banking systems (Q1687399) (← links)
- Constructing banking networks under decreasing costs of link formation (Q2127361) (← links)
- Banks' business models in the euro area: a cluster analysis in high dimensions (Q2241572) (← links)
- An equilibrium model of interbank networks based on variational inequalities (Q2248410) (← links)
- Leveraging the network: a stress-test framework based on debtrank (Q2520730) (← links)
- Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) (← links)
- TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL (Q3401857) (← links)
- Empirical Analysis of the Architecture of the Interbank Market and Credit Market Using Network Theory (Q3606089) (← links)
- Can bank-specific variables predict contagion effects? (Q4555183) (← links)
- Network topology of the interbank market (Q4610278) (← links)
- The multiplex structure of interbank networks (Q4683028) (← links)
- The impact of Basel III on financial (in)stability: an agent-based credit network approach (Q4683107) (← links)
- (Q4996351) (← links)
- Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355) (← links)
- Optimization of Fire Sales and Borrowing in Systemic Risk (Q5742495) (← links)
- SYSTEMIC RISK: THE EFFECT OF MARKET CONFIDENCE (Q5854310) (← links)
- Connectivity, centralisation and `robustness-yet-fragility' of interbank networks (Q6110755) (← links)
- Interbank decisions and margins of stability: an agent-based stock-flow consistent approach (Q6558582) (← links)