Pages that link to "Item:Q5245477"
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The following pages link to Systemic risk through contagion in a core-periphery structured banking network (Q5245477):
Displaying 13 items.
- Strong solutions of mean-field stochastic differential equations with irregular drift (Q1722032) (← links)
- Partial mean field limits in heterogeneous networks (Q2280020) (← links)
- On fairness of systemic risk measures (Q2308182) (← links)
- Impact of contingent payments on systemic risk in financial networks (Q2323337) (← links)
- Contagion in Financial Systems: A Bayesian Network Approach (Q4635241) (← links)
- TESTING FOR "PURE" CONTAGION EFFECTS IN INTERNATIONAL BANKING: THE CASE OF BCCI'S FAILURE (Q4653013) (← links)
- Managing Default Contagion in Inhomogeneous Financial Networks (Q4971974) (← links)
- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue (Q5014206) (← links)
- Financial Asset Bubbles in Banking Networks (Q5227411) (← links)
- A unified approach to systemic risk measures via acceptance sets (Q5743125) (← links)
- Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks (Q6198070) (← links)
- Stability, uniqueness and existence of solutions to McKean-Vlasov stochastic differential equations in arbitrary moments (Q6633167) (← links)
- Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach (Q6649864) (← links)
