A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades
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- Kobayashi, Teruyoshi, 2014. "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Economics Letters, Elsevier, vol. 124(1), pages 113-116.
- Teruyoshi Kobayashi, 2013. "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Papers 1312.6804, arXiv.org, revised Apr 2014.
References listed on IDEAS
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- Teruyoshi Kobayashi & Kohei Hasui, 2013. "Efficient immunization strategies to prevent financial contagion," Papers 1308.0652, arXiv.org, revised Dec 2013.
- Upper, Christian, 2011. "Simulation methods to assess the danger of contagion in interbank markets," Journal of Financial Stability, Elsevier, vol. 7(3), pages 111-125, August.
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- Teruyoshi Kobayashi, 2013. "Network versus portfolio structure in financial systems," Papers 1308.0773, arXiv.org.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2018.
"Network models of financial systemic risk: a review,"
Journal of Computational Social Science, Springer, vol. 1(1), pages 81-114, January.
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017. "Network models of financial systemic risk: A review," Discussion Papers 1719, Graduate School of Economics, Kobe University.
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017. "Network models of financial systemic risk: A review," Papers 1710.11512, arXiv.org.
- Teruyoshi Kobayashi, 2015. "Trend-driven information cascades on random networks," Discussion Papers 1529, Graduate School of Economics, Kobe University.
More about this item
Keywordsfinancial network; cascades; financial contagion; systemic risk;
- G01 - Financial Economics - - General - - - Financial Crises
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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