Systemic risk and the dynamics of temporary financial networks
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More about this item
Keywords
systemic risk; counter-party risk; financial networks; supernetworks; tippingpoints; default cascades; basins of attraction; Pareto optimal stationary Markovequilibrium; first passage probabilities; hitting times; hitting time probabilities.;All these keywords.
JEL classification:
- C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
NEP fields
This paper has been announced in the following NEP Reports:- NEP-GTH-2016-10-02 (Game Theory)
- NEP-NET-2016-10-02 (Network Economics)
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