Credit Default Swaps Drawup Networks: Too Tied To Be Stable?
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- Rahul Kaushik & Stefano Battiston, 2012. "Credit Default Swaps Drawup Networks: Too Tied To Be Stable?," Papers 1205.0976, arXiv.org.
References listed on IDEAS
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- Rahul Kaushik & Stefano Battiston, "undated".
"Credit Default Swaps Drawup Networks: Too Tied To Be Stable?,"
Working Papers
ETH-RC-12-013, ETH Zurich, Chair of Systems Design.
- Rahul Kaushik & Stefano Battiston, 2012. "Credit Default Swaps Drawup Networks: Too Tied To Be Stable?," Papers 1205.0976, arXiv.org.
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- Stefania Vitali & Stefano Battiston, 2014.
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- Stefania Vitali & Stefano Battiston, 2013. "The Community Structure of the Global Corporate Network," Papers 1301.2363, arXiv.org.
- Rahul Kaushik & Stefano Battiston, "undated".
"Credit Default Swaps Drawup Networks: Too Tied To Be Stable?,"
Working Papers
ETH-RC-12-013, ETH Zurich, Chair of Systems Design.
- Rahul Kaushik & Stefano Battiston, 2012. "Credit Default Swaps Drawup Networks: Too Tied To Be Stable?," Papers 1205.0976, arXiv.org.
- Brechmann, Eike C. & Hendrich, Katharina & Czado, Claudia, 2013. "Conditional copula simulation for systemic risk stress testing," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 722-732.
- Leonidas Sandoval Junior, 2014. "Dynamics in two networks based on stocks of the US stock market," Papers 1408.1728, arXiv.org, revised Aug 2014.
- Berardi, Simone & Tedeschi, Gabriele, 2017.
"From banks' strategies to financial (in)stability,"
International Review of Economics & Finance, Elsevier, vol. 47(C), pages 255-272.
- Simone Berardi & Gabriele Tedeschi, 2015. "From banks’ strategies to financial (in)stability," Working Papers 2015/11, Economics Department, Universitat Jaume I, Castellón (Spain).
- Berardi, Simone & Tedeschi, Gabriele, 2015. "From banks' strategies to financial (in)stability," FinMaP-Working Papers 47, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Gabriele Tedeschi & Amin Mazloumian & Mauro Gallegati & Dirk Helbing, 2012. "Bankruptcy Cascades in Interbank Markets," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-10, December.
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Keywords
Credit Default Swaps; epsilon drawups; interdependence; trend-reinforcement; network analysis; bow-tie structure; time series analysis;All these keywords.
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