Strategic Default in Financial Networks
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- Allouch, Nizar & Jalloul, Maya & Duncan, Alfred, 2023. "Strategic default in financial networks," Games and Economic Behavior, Elsevier, vol. 142(C), pages 941-954.
- Nizar Allouch & Maya Jalloul, 2018. "Strategic Default in Financial Networks," Working Papers 852, Queen Mary University of London, School of Economics and Finance.
- Nizar Allouch & Maya Jalloul, 2017. "Strategic Default in Financial Networks," Studies in Economics 1721, School of Economics, University of Kent.
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Cited by:
- Matthew O. Jackson & Agathe Pernoud, 2021.
"Systemic Risk in Financial Networks: A Survey,"
Annual Review of Economics, Annual Reviews, vol. 13(1), pages 171-202, August.
- Matthew O. Jackson & Agathe Pernoud, 2020. "Systemic Risk in Financial Networks: A Survey," Papers 2012.12702, arXiv.org.
- Panagiotis Kanellopoulos & Maria Kyropoulou & Hao Zhou, 2021. "Financial Network Games," Papers 2107.06623, arXiv.org.
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More about this item
Keywords
systemic risk; default; financial networks; coordination games; central clearing counterparty; financial regulation;All these keywords.
JEL classification:
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-NET-2021-10-04 (Network Economics)
- NEP-ORE-2021-10-04 (Operations Research)
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