Pages that link to "Item:Q1656782"

The following pages link to A model of the topology of the bank -- firm credit network and its role as channel of contagion (Q1656782):

Displaying 18 items.

• Network topology and interbank credit risk (Q508318) (← links)
• The financial accelerator in an evolving credit network (Q602859) (← links)
• Systemic credit freezes in financial lending networks (Q829216) (← links)
• An endogenous model of the credit network (Q1618857) (← links)
• Towards a credit network based early warning indicator for crises (Q1623965) (← links)
• Agent based-stock flow consistent macroeconomics: towards a benchmark model (Q1655744) (← links)
• A network model of credit risk contagion (Q1936024) (← links)
• The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
• Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets (Q2137655) (← links)
• Double-layer network model of bank-enterprise counterparty credit risk contagion (Q2221641) (← links)
• Banks, relative performance, and sequential contagion (Q2373378) (← links)
• Systemic risk contagion in reconstructed financial credit network within banking and firm sectors on DebtRank based model (Q2657423) (← links)
• Credit Risk in a Network Economy (Q3116150) (← links)
• (Q4996351) (← links)
• Multilayer overlaps and correlations in the bank-firm credit network of Spain (Q5120727) (← links)
• Intermediaries' substitutability and financial network resilience: a hyperstructure approach (Q6094472) (← links)
• Connectivity, centralisation and `robustness-yet-fragility' of interbank networks (Q6110755) (← links)
• TRADE CREDIT NETWORK WITH A GUARANTEE MECHANISM AND RISK CONTAGION (Q6203297) (← links)