Overlapping portfolios, contagion, and financial stability
type: Item
instance of: scholarly article
title: Overlapping portfolios, contagion, and financial stability
zbMATH Open document ID: 1402.91668
author: Fabio Caccioli
author: J. Doyne Farmer
author: Nick Foti
author: Daniel N. Rockmore
publication date: 2018-11-15T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6979742
zbMATH Keywords: systemic risk
zbMATH Keywords: network models
zbMATH Keywords: contagion
MaRDI profile type: Publication
full work available at URL: j.jedc.2014.09.041
OpenAlex ID: W2078660995
cites work: Counterparty risk externality: centralized versus over-the-counter markets
cites work: Emergence of Scaling in Random Networks
cites work: Dynamical Processes on Complex Networks
cites work: Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
cites work: When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification
cites work: Risk Assessment for Banking Systems
cites work: Stability of the world trade web over time -- an extinction analysis
cites work: Contagion in financial networks
cites work: A network analysis of the Italian overnight money market
cites work: Networks
cites work: Network models and financial stability
cites work: Synchronization in scale-free dynamical networks: robustness and fragility
cites work: A simple model of global cascades on random networks
DOI: 10.1016/J.JEDC.2014.09.041
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6979742