Distress and default contagion in financial networks
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DOI: 10.1111/mafi.12247
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Cited by:
- Hamed Amini & Zhongyuan Cao & Andreea Minca & Agn`es Sulem, 2023. "Ruin Probabilities for Risk Processes in Stochastic Networks," Papers 2302.06668, arXiv.org.
- Sonin, Konstantin & Sonin, Isaac, 2020.
"A Continuous-Time Model of Financial Clearing,"
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15117, C.E.P.R. Discussion Papers.
- Isaac M. Sonin & Konstantin Sonin, 2020. "A Continuous-Time Model of Financial Clearing," Working Papers 2020-101, Becker Friedman Institute for Research In Economics.
- Zhiyu Cao & Zachary Feinstein, 2023. "Price-mediated contagion with endogenous market liquidity," Papers 2311.05977, arXiv.org, revised Sep 2024.
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