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On the Compatibility of Composition Axioms in Financial Networks

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  • Ketelaars, Martijn

    (Tilburg University, School of Economics and Management)

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  • Ketelaars, Martijn, 2024. "On the Compatibility of Composition Axioms in Financial Networks," Other publications TiSEM 041e8388-cc78-4d6b-b6ba-5, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:041e8388-cc78-4d6b-b6ba-5c043157537b
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    References listed on IDEAS

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    1. Péter Csóka & P. Jean-Jacques Herings, 2021. "An Axiomatization of the Proportional Rule in Financial Networks," Management Science, INFORMS, vol. 67(5), pages 2799-2812, May.
    2. Péter Csóka & P. Jean-Jacques Herings, 2023. "An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks," CERS-IE WORKING PAPERS 2301, Institute of Economics, Centre for Economic and Regional Studies.
    3. 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.
    4. Mirjam Groote Schaarsberg & Hans Reijnierse & Peter Borm, 2018. "On solving mutual liability problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 87(3), pages 383-409, June.
    5. Martijn W. Ketelaars & Peter Borm, 2024. "On the unification of centralized and decentralized clearing mechanisms in financial networks," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 99(3), pages 205-231, June.
    6. Hervé Moulin, 2000. "Priority Rules and Other Asymmetric Rationing Methods," Econometrica, Econometric Society, vol. 68(3), pages 643-684, May.
    7. Milgrom, Paul & Roberts, John, 1994. "Comparing Equilibria," American Economic Review, American Economic Association, vol. 84(3), pages 441-459, June.
    8. Larry Eisenberg & Thomas H. Noe, 2001. "Systemic Risk in Financial Systems," Management Science, INFORMS, vol. 47(2), pages 236-249, February.
    9. Young, H. P., 1988. "Distributive justice in taxation," Journal of Economic Theory, Elsevier, vol. 44(2), pages 321-335, April.
    10. Herrero, Carmen & Villar, Antonio, 2001. "The three musketeers: four classical solutions to bankruptcy problems," Mathematical Social Sciences, Elsevier, vol. 42(3), pages 307-328, November.
    11. Paul Glasserman & H. Peyton Young, 2016. "Contagion in Financial Networks," Journal of Economic Literature, American Economic Association, vol. 54(3), pages 779-831, September.
    12. Benjamin Golub & Matthew Elliott, 2022. "Networks and Economic Fragility," Annual Review of Economics, Annual Reviews, vol. 14(1), pages 665-696, August.
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    Cited by:

    1. Ketelaars, Martijn, 2024. "Clearing in financial networks and dynamic investment under uncertainty," Other publications TiSEM 94768fb9-fd72-405d-a330-6, Tilburg University, School of Economics and Management.
    2. Ketelaars, Martijn, 2024. "Perspective Invariance in Financial Networks," Discussion Paper 2024-018, Tilburg University, Center for Economic Research.
    3. Ketelaars, Martijn, 2024. "Perspective Invariance in Financial Networks," Other publications TiSEM 1c18cd0f-90ec-476e-9b59-7, Tilburg University, School of Economics and Management.

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