Pages that link to "Item:Q5162854"
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The following pages link to Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems (Q5162854):
Displaying 14 items.
- Particle systems with singular interaction through hitting times: application in systemic risk modeling (Q670735) (← links)
- Mathematical modeling and analysis of insolvency contagion in an interbank network (Q1709963) (← links)
- An SPDE model for systemic risk with endogenous contagion (Q1999595) (← links)
- Mean field games with heterogeneous groups: application to banking systems (Q2073048) (← links)
- On the fictitious default algorithm in fuzzy financial networks (Q2191232) (← links)
- Dynamic contagion in a banking system with births and defaults (Q2292038) (← links)
- A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning (Q3387916) (← links)
- TESTING FOR "PURE" CONTAGION EFFECTS IN INTERNATIONAL BANKING: THE CASE OF BCCI'S FAILURE (Q4653013) (← links)
- An adaptive dynamical model of default contagion (Q5092640) (← links)
- Interbank asset-liability networks with fire sale management (Q6087256) (← links)
- Clearing payments in dynamic financial networks (Q6088362) (← links)
- Propagation of minimality in the supercooled Stefan problem (Q6104005) (← links)
- Contagious McKean-Vlasov systems with heterogeneous impact and exposure (Q6111007) (← links)
- A default system with overspilling contagion (Q6549692) (← links)