IDEAS home Printed from https://ideas.repec.org/r/inm/oropre/v64y2016i5p1109-1120.html
   My bibliography  Save this item

Inhomogeneous Financial Networks and Contagious Links

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. T. R. Hurd, 2023. "Systemic cascades on inhomogeneous random financial networks," Mathematics and Financial Economics, Springer, volume 17, number 1, October.
  2. Rama Cont & Darrell Duffie & Paul Glasserman & Chris Rogers & Fernando Vega-Redondo, 2016. "Preface to the Special Issue on Systemic Risk: Models and Mechanisms," Operations Research, INFORMS, vol. 64(5), pages 1053-1055, October.
  3. Silva, Thiago Christiano & Guerra, Solange Maria & Tabak, Benjamin Miranda, 2020. "Fiscal risk and financial fragility," Emerging Markets Review, Elsevier, vol. 45(C).
  4. Cheng, Xian & Zhao, Haichuan, 2019. "Modeling, analysis and mitigation of contagion in financial systems," Economic Modelling, Elsevier, vol. 76(C), pages 281-292.
  5. Francesca Biagini & Andrea Mazzon & Thilo Meyer-Brandis, 2018. "Financial asset bubbles in banking networks," Papers 1806.01728, arXiv.org.
  6. Amini, Hamed & Minca, Andreea & Sulem, Agnès, 2017. "Optimal equity infusions in interbank networks," Journal of Financial Stability, Elsevier, vol. 31(C), pages 1-17.
  7. Zhuo Jin & Huafu Liao & Yue Yang & Xiang Yu, 2019. "Optimal Dividend Strategy for an Insurance Group with Contagious Default Risk," Papers 1909.09511, arXiv.org, revised Oct 2020.
  8. Zachary Feinstein & Andreas Sojmark, 2019. "A Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field," Papers 1912.08695, arXiv.org.
  9. Hamed Amini & Zhongyuan Cao & Andreea Minca & Agn`es Sulem, 2023. "Ruin Probabilities for Risk Processes in Stochastic Networks," Papers 2302.06668, arXiv.org.
  10. Youngna Choi, 2019. "Borrowing Capacity, Financial Instability, And Contagion," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-25, February.
  11. Chen, Naixi & Fan, Hong, 2023. "Credit risk contagion and optimal dual control—An SIS/R model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 210(C), pages 448-472.
  12. Oliver Kley & Claudia Klüppelberg & Gesine Reinert, 2016. "Risk in a Large Claims Insurance Market with Bipartite Graph Structure," Operations Research, INFORMS, vol. 64(5), pages 1159-1176, October.
  13. Zafer Kanık, 2017. "Rescuing the Financial System: Capabilities, Incentives, and Optimal Interbank Networks," Working Papers 17-17, NET Institute.
  14. Runjie Xu & Chuanmin Mi & Rafal Mierzwiak & Runyu Meng, 2019. "Complex Network Construction of Internet Financial risk," Papers 1904.06640, arXiv.org, revised Aug 2019.
  15. Da, Gaofeng & Xu, Maochao & Zhao, Peng, 2021. "Multivariate dependence among cyber risks based on L-hop propagation," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 525-546.
  16. Hamed Amini, 2023. "Contagion risks and security investment in directed networks," Mathematics and Financial Economics, Springer, volume 17, number 5, October.
  17. Guo, Xiaoping & Fan, Ningyuan & Liu, Zhenchun & Wang, Jianwei, 2024. "Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  18. Feinstein, Zachary & Sojmark, Andreas, 2021. "Short communication: dynamic default contagion in heterogeneous interbank systems," LSE Research Online Documents on Economics 123789, London School of Economics and Political Science, LSE Library.
  19. Zachary Feinstein & Andreas Sojmark, 2020. "Dynamic Default Contagion in Heterogeneous Interbank Systems," Papers 2010.15254, arXiv.org, revised Jul 2021.
  20. Xu, Runjie & Mi, Chuanmin & Mierzwiak, Rafał & Meng, Runyu, 2020. "Complex network construction of Internet finance risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
  21. Fu, Michael C. & Li, Bingqing & Li, Fei & Wu, Rongwen, 2025. "Contagion network, portfolio credit risk, and financial crisis," European Journal of Operational Research, Elsevier, vol. 321(3), pages 942-957.
  22. Chen, Zhihua & An, Haizhong & An, Feng & Guan, Qing & Hao, Xiaoqing, 2018. "Structural risk evaluation of global gas trade by a network-based dynamics simulation model," Energy, Elsevier, vol. 159(C), pages 457-471.
  23. Lijun Bo & Shihua Wang & Xiang Yu, 2021. "Mean Field Game of Optimal Relative Investment with Jump Risk," Papers 2108.00799, arXiv.org, revised Feb 2023.
  24. Chen, Naixi & Fan, Hong, 2023. "Contagion and supervision of liquidity crisis in interbank markets: Based on the SIS network model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 629(C).
  25. Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
  26. Chen, Naixi & Fan, Hong & Pang, Congyuan, 2024. "Contagion mechanism of liquidity risk in the interbank network," Economic Modelling, Elsevier, vol. 140(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.