Pages that link to "Item:Q5014206"
From MaRDI portal
The following pages link to Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue (Q5014206):
Displaying 14 items.
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk (Q310950) (← links)
- Systemic risk mitigation in financial networks (Q1657505) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
- The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks (Q2296100) (← links)
- How is systemic risk amplified by three typical financial networks (Q2676166) (← links)
- Contagion! Systemic Risk in Financial Networks (Q2810033) (← links)
- Analysis of financial contagion based on overlapping portfolios (Q2983994) (← links)
- Liability Concentration and Systemic Losses in Financial Networks (Q3178761) (← links)
- Contagion and loss redistribution in crypto asset markets (Q6047414) (← links)
- On some extended mixed integer optimization models of the Eisenberg–Noe model in systemic risk management (Q6092540) (← links)
- Systemic risk of optioned portfolio: controllability and optimization (Q6094474) (← links)
- Multivariate stress scenario selection in interbank networks (Q6094494) (← links)
- Research on systemic risk in a triple network (Q6172020) (← links)
- Measuring financial systemic risk: net liability clearing mechanism and contagion effect (Q6595015) (← links)
