Financial Linkages, Portfolio Choice and Systemic Risk
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References listed on IDEAS
- Marco Scarsini & Alessandro Arlotto, 2009. "Hessian orders and multinormal distributions - à paraître," Post-Print hal-00542400, HAL.
- Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2015. "Systemic Risk and Stability in Financial Networks," American Economic Review, American Economic Association, vol. 105(2), pages 564-608, February.
- Franklin Allen & Douglas Gale, 2000. "Financial Contagion," Journal of Political Economy, University of Chicago Press, vol. 108(1), pages 1-33, February.
- Bech, Morten L. & Atalay, Enghin, 2010. "The topology of the federal funds market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(22), pages 5223-5246.
- Belhaj, Mohamed & Deroïan, Frédéric, 2012. "Risk taking under heterogenous revenue sharing," Journal of Development Economics, Elsevier, vol. 98(2), pages 192-202.
- Arlotto, Alessandro & Scarsini, Marco, 2009. "Hessian orders and multinormal distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2324-2330, November.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2016-06-14 (Risk Management)
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