Preface to the special issue on systemic risk and financial networks

DOI10.1007/S11579-020-00286-7OpenAlexW3119071677MaRDI QIDQ829203

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Publication date: 5 May 2021

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-020-00286-7

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

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Cites Work

• Asset price bubbles, market liquidity, and systemic risk
• How safe are central counterparties in credit default swap markets?
• An optimization model for minimizing systemic risk
• Compound Poisson models for weighted networks with applications in finance
• Dual representations for systemic risk measures based on acceptance sets
• Systemic credit freezes in financial lending networks
• Systemic Risk in Financial Systems
• Managing Default Contagion in Inhomogeneous Financial Networks

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