How big is too big? Critical Shocks for Systemic Failure Cascades
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- Claudio J. Tessone & Antonios Garas & Beniamino Guerra & Frank Schweitzer, 2012. "How big is too big? Critical Shocks for Systemic Failure Cascades," Papers 1209.0959, arXiv.org, revised Apr 2013.
References listed on IDEAS
- Gai, Prasanna & Kapadia, Sujit, 2010. "Contagion in financial networks," Bank of England working papers 383, Bank of England.
- J. Lorenz & S. Battiston & F. Schweitzer, 2009.
"Systemic risk in a unifying framework for cascading processes on networks,"
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Springer;EDP Sciences, vol. 71(4), pages 441-460, October.
- Jan Lorenz & Stefano Battiston & Frank Schweitzer, "undated". "Systemic Risk in a Unifying Framework for Cascading Processes on Networks," Working Papers CCSS-09-011, ETH Zurich, Chair of Systems Design.
- Jan Lorenz & Stefano Battiston & Frank Schweitzer, 2009. "Systemic Risk in a Unifying Framework for Cascading Processes on Networks," Papers 0907.5325, arXiv.org, revised Jan 2010.
- Battiston, Stefano & Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E., 2012.
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- Claudio J. Tessone & Markus M. Geipel & F. Schweitzer, "undated". "Sustainable growth in complex networks," Working Papers CCSS-10-008, ETH Zurich, Chair of Systems Design.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ellinas, Christos & Allan, Neil & Johansson, Anders, 2016. "Project systemic risk: Application examples of a network model," International Journal of Production Economics, Elsevier, vol. 182(C), pages 50-62.
- Rebekka Burkholz & Matt V. Leduc & Antonios Garas & Frank Schweitzer, 2015. "Systemic risk in multiplex networks with asymmetric coupling and threshold feedback," Papers 1506.06664, arXiv.org.
- Wang, Jianwei & Cai, Lin & Xu, Bo & Li, Peng & Sun, Enhui & Zhu, Zhiguo, 2016. "Out of control: Fluctuation of cascading dynamics in networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 1231-1243.
- Rebekka Burkholz & Hans J. Herrmann & Frank Schweitzer, 2018. "Explicit size distributions of failure cascades redefine systemic risk on finite networks," Papers 1802.03286, arXiv.org.
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Keywordssystemic risk; cascading processes; robustness;
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