Advanced Search
MyIDEAS: Login

Citations for "Contagion in financial networks"

by Gai, Prasanna & Kapadia, Sujit

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Lelarge, Marc, 2012. "Diffusion and cascading behavior in random networks," Games and Economic Behavior, Elsevier, vol. 75(2), pages 752-775.
  2. Bhaskar DasGupta & Lakshmi Kaligounder, 2014. "Densely Entangled Financial Systems," Papers 1402.5208, arXiv.org.
  3. Charles D. Brummitt & Rajiv Sethi & Duncan J. Watts, 2014. "Inside Money, Procyclical Leverage, and Banking Catastrophes," Papers 1403.1637, arXiv.org.
  4. Steinbacher, Matjaz & Steinbacher, Mitja & Steinbacher, Matej, 2013. "Credit Contagion in Financial Markets: A Network-Based Approach," MPRA Paper 49616, University Library of Munich, Germany.
  5. Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty in an Interconnected Financial System, Contagion, and Market Freezes," Working Papers, Queen's University, Department of Economics 1308, Queen's University, Department of Economics.
  6. Vaclav Hausenblas & Ivana Kubicova & Jitka Lesanovska, 2012. "Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach," Working Papers, Czech National Bank, Research Department 2012/14, Czech National Bank, Research Department.
  7. Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais, 2012. "‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 627-646.
  8. Chinazzi, Matteo & Fagiolo, Giorgio & Reyes, Javier A. & Schiavo, Stefano, 2013. "Post-mortem examination of the international financial network," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(8), pages 1692-1713.
  9. Fiordelisi, Franco & Marqués-Ibañez, David, 2013. "Is bank default risk systematic?," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2000-2010.
  10. Hamed Amini & Rama Cont & Andreea Minca, 2011. "Resilience to Contagion in Financial Networks," Papers 1112.5687, arXiv.org.
  11. Tomáš Klinger & Petr Teplý, 2014. "Systemic Risk of the Global Banking System - An Agent-Based Network Model Approach," Prague Economic Papers, University of Economics, Prague, University of Economics, Prague, vol. 2014(1), pages 24-41.
  12. Stefano Battiston & Domenico Delli Gatti & Mauro Gallegati & Bruce C. Greenwald & Joseph E. Stiglitz, 2009. "Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk," NBER Working Papers 15611, National Bureau of Economic Research, Inc.
  13. Ladley, Daniel, 2013. "Contagion and risk-sharing on the inter-bank market," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(7), pages 1384-1400.
  14. Toivanen, Mervi, 2013. "Contagion in the interbank network: An epidemiological approach," Research Discussion Papers 19/2013, Bank of Finland.
  15. Serafín Martínez-Jaramillo & Biliana Alexandrova-Kabadjova & Bernardo Bravo-Benítez & Juan Pablo Solórzano-Margain, 2012. "An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk," Working Papers 2012-07, Banco de México.
  16. Luca RICCETTI & Alberto RUSSO & Mauro GALLEGATI, 2011. "Leveraged Network-Based Financial Accelerator," Working Papers 371, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  17. Miller, Marcus & Zhang, Lei, 2012. "Whither Capitalism? Financial Externalities and Crisis," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE) 79, Competitive Advantage in the Global Economy (CAGE).
  18. Mattia Montagna & Thomas Lux, 2014. "Contagion Risk in the Interbank Market: A Probabilistic Approach to cope with Incomplete Structural Information," Kiel Working Papers 1937, Kiel Institute for the World Economy.
  19. H Peyton Young & Paul Glasserman, 2013. "How Likely is Contagion in Financial Networks?," Economics Series Working Papers 642, University of Oxford, Department of Economics.
  20. Maeno, Yoshiharu, 2013. "Transient fluctuation of the prosperity of firms in a network economy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(16), pages 3351-3359.
  21. Minoiu, Camelia & Reyes, Javier A., 2013. "A network analysis of global banking: 1978–2010," Journal of Financial Stability, Elsevier, Elsevier, vol. 9(2), pages 168-184.
  22. Stefano Battiston & Domenico Delli Gatti & Mauro Gallegati & Bruce Greenwald & Joseph E. Stiglitz, . "Default Cascades: When Does Risk Diversification Increase Stability?," Working Papers, ETH Zurich, Chair of Systems Design ETH-RC-11-006, ETH Zurich, Chair of Systems Design.
  23. Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo, 2014. "An empirical study of the Mexican banking system’s network and its implications for systemic risk," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 40(C), pages 242-265.
  24. Gadi Barlevy & Fernando Alvarez, 2014. "Mandatory Disclosure and Financial Contagion," 2014 Meeting Papers, Society for Economic Dynamics 115, Society for Economic Dynamics.
  25. Peltonen, Tuomas A. & Scheicher, Martin & Vuillemey, Guillaume, 2013. "The network structure of the CDS market and its determinants," Working Paper Series, European Central Bank 1583, European Central Bank.
  26. Marc de Kamps & Daniel Ladley & Aistis Simaitis, 2012. "Heterogeneous Beliefs in Over-The-Counter Markets," Discussion Papers in Economics 13/03, Department of Economics, University of Leicester, revised Sep 2013.
  27. Polanski, Arnold & Stoja, Evarist & Zhang, Ren, 2013. "Multidimensional risk and risk dependence," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3286-3294.
  28. Demange, Gabrielle, 2012. "Contagion in financial networks: A threat index," CEPR Discussion Papers 8793, C.E.P.R. Discussion Papers.
  29. Lara Mónica Machado Fernandes & Maria Rosa Borges, 2013. "Interbank Linkages and Contagion Risk in the Portuguese Banking System," Working Papers Department of Economics, ISEG - School of Economics and Management, Department of Economics, University of Lisbon 2013/23, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  30. Matteo Smerlak & Brady Stoll & Agam Gupta & James S. Magdanz, 2014. "Mapping systemic risk: critical degree and failures distribution in financial networks," Papers 1402.4783, arXiv.org, revised Mar 2014.
  31. Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012. "Rollover risk, network structure and systemic financial crises," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(8), pages 1088-1100.
  32. Edoardo Gaffeo & Massimo Molinari, 2014. "Macroprudential Consolidation Policy in Interbank Networks," DEM Discussion Papers 2014/01, Department of Economics and Management.
  33. Memmel, Christoph & Sachs, Angelika, 2011. "Contagion in the interbank market and its determinants," Discussion Paper Series 2: Banking and Financial Studies 2011,17, Deutsche Bundesbank, Research Centre.
  34. Leonidov, A. & Rumyantsev, E., 2013. "Russian Interbank Systemic Risks Assessment from the Network Topology Point of View," Journal of the New Economic Association, New Economic Association, New Economic Association, vol. 19(3), pages 65-80.
  35. Bargigli, Leonardo & Gallegati, Mauro, 2011. "Random digraphs with given expected degree sequences: A model for economic networks," Journal of Economic Behavior & Organization, Elsevier, vol. 78(3), pages 396-411, May.
  36. Bluhm, Marcel & Krahnen, Jan Pieter, 2014. "Systemic risk in an interconnected banking system with endogenous asset markets," SAFE Working Paper Series 48, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  37. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
  38. Daan in 't Veld & Marco van der Leij & and Cars Hommes, 2014. "The Formation of a Core Periphery Structure in Heterogeneous Financial Networks," Tinbergen Institute Discussion Papers 14-098/II, Tinbergen Institute.
  39. Lee, Seung Hwan, 2013. "Systemic liquidity shortages and interbank network structures," Journal of Financial Stability, Elsevier, Elsevier, vol. 9(1), pages 1-12.
  40. Mei Li & Frank Milne & Junfeng Qiu, 2013. "Uncertainty in an Interconnected Financial System, Contagion," Working Papers, University of Guelph, Department of Economics and Finance 1304, University of Guelph, Department of Economics and Finance.
  41. di Iasio, Giovanni & Battiston, Stefano & Infante, Luigi & Pierobon, Federico, 2013. "Capital and Contagion in Financial Networks," MPRA Paper 52141, University Library of Munich, Germany.
  42. repec:hal:wpaper:halshs-00662513 is not listed on IDEAS
  43. Vanini, Paolo, 2012. "Fiancial Innovation, Structuring and Risk Transfer," MPRA Paper 42536, University Library of Munich, Germany.
  44. Sandoval, Leonidas Junior, 2013. "To lag or not to lag? How to compare indices of stock markets that operate at different times," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa wpe_319, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  45. Giulia Iori & Rosario N. Mantegna & Luca Marotta & Salvatore Micciche' & James Porter & Michele Tumminello, 2014. "Networked relationships in the e-MID Interbank market: A trading model with memory," Papers 1403.3638, arXiv.org.
  46. Gai, Prasanna & Haldane, Andrew & Kapadia, Sujit, 2011. "Complexity, concentration and contagion," Journal of Monetary Economics, Elsevier, Elsevier, vol. 58(5), pages 453-470.
  47. Rosenthal, Dale W.R., 2009. "Market structure, counterparty risk, and systemic risk," MPRA Paper 36786, University Library of Munich, Germany, revised 19 Dec 2011.
  48. Leonidas Sandoval Junior, 2014. "Dynamics in two networks based on stocks of the US stock market," Papers 1408.1728, arXiv.org, revised Aug 2014.