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Systemic risk shifting in financial networks

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Publication:1995303
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DOI10.1016/j.jet.2020.105157zbMath1458.91219OpenAlexW3124933767MaRDI QIDQ1995303

Matthew Elliott, Jonathon Hazell, Co-Pierre Georg

Publication date: 23 February 2021

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2020.105157

zbMATH Keywords

contagionfinancial networksasset correlation


Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)


Related Items

Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments, Connectivity, centralisation and `robustness-yet-fragility' of interbank networks, Capability accumulation and conglomeratization in the information age



Cites Work

  • Systemic Risk in Financial Systems
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