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Contagion in Financial Networks: A Threat Index
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Cited by:
- Comola, Margherita & Rusinowska, Agnieszka & Villeval, Marie Claire, 2024. "Competing for Influence in Networks through Strategic Targeting," IZA Discussion Papers 17315, Institute of Labor Economics (IZA).
- 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.
- Csoka, Péter & Herings, P. Jean-Jacques, 2017. "An Axiomatization of the Proportional Rule in Financial Networks," Research Memorandum 001, Maastricht University, Graduate School of Business and Economics (GSBE).
- Peter Csoka & P. Jean-Jacques Herings, 2017. "An Axiomatization of the Proportional Rule in Financial Networks," CERS-IE WORKING PAPERS 1701, Institute of Economics, Centre for Economic and Regional Studies.
- Csoka, Peter & Herings, P.J.J., 2022.
"Centralized Clearing Mechanisms in Financial Networks : A Programming Approach,"
Discussion Paper
2022-008, Tilburg University, Center for Economic Research.
- Péter Csóka & P. Jean-Jacques Herings, 2022. "Centralized Clearing Mechanisms in Financial Networks: A Programming Approach," CERS-IE WORKING PAPERS 2208, Institute of Economics, Centre for Economic and Regional Studies.
- Csoka, Peter & Herings, P.J.J., 2022. "Centralized Clearing Mechanisms in Financial Networks : A Programming Approach," Other publications TiSEM c212dbd2-d8c6-41d2-9580-d, Tilburg University, School of Economics and Management.
- Michel Grabisch & Agnieszka Rusinowska & Xavier Venel, 2019.
"Diffusion in countably infinite networks,"
Documents de travail du Centre d'Economie de la Sorbonne
19017, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Michel Grabisch & Agnieszka Rusinowska & Xavier Venel, 2019. "Diffusion in countably infinite networks," Post-Print halshs-02340011, HAL.
- Michel Grabisch & Agnieszka Rusinowska & Xavier Venel, 2019. "Diffusion in countably infinite networks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02340011, HAL.
- Margherita Comola & Agnieszka Rusinowska & Marie Claire Villeval, 2024. "Competing for Influence in Networks Through Strategic Targeting [En compétition pour l'influence dans les réseaux grâce au ciblage stratégique]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-04706311, HAL.
- Nils Bertschinger & Julian Stobbe, 2018. "Systemic Greeks: Measuring risk in financial networks," Papers 1810.11849, arXiv.org.
- Stutzer, Michael, 2018. "The bankruptcy problem in financial networks," Economics Letters, Elsevier, vol. 170(C), pages 31-34.
- Calleja, Pedro & Llerena, Francesc & Sudhölter, Peter, 2021.
"On manipulability in financial systems,"
Working Papers
2072/534916, Universitat Rovira i Virgili, Department of Economics.
- Sudhölter, Peter & Calleja, Pedro & Llerena, Francesc, 2021. "On manipulability in financial systems," Discussion Papers on Economics 8/2021, University of Southern Denmark, Department of Economics.
- Greenwood, Robin & Landier, Augustin & Thesmar, David, 2015.
"Vulnerable banks,"
Journal of Financial Economics, Elsevier, vol. 115(3), pages 471-485.
- Greenwood, Robin & Landier, Augustin & Thesmar, David, 2011. "Vulnerable Banks," TSE Working Papers 11-280, Toulouse School of Economics (TSE).
- Robin Greenwood & Augustin Landier & David Thesmar, 2012. "Vulnerable Banks," NBER Working Papers 18537, National Bureau of Economic Research, Inc.
- Greenwood, Robin & Landier, Augustin & Thesmar, David, 2011. "Vulnerable Banks," IDEI Working Papers 700, Institut d'Économie Industrielle (IDEI), Toulouse.
- Péter Csóka & P. Jean-Jacques Herings, 2021.
"Uniqueness of Clearing Payment Matrices in Financial Networks,"
CERS-IE WORKING PAPERS
2134, Institute of Economics, Centre for Economic and Regional Studies.
- Csóka, Péter & Herings, P. Jean-Jacques, 2021. "Uniqueness of Clearing Payment Matrices in Financial Networks," Research Memorandum 014, Maastricht University, Graduate School of Business and Economics (GSBE).
- Demange, Gabrielle, 2017.
"Optimal targeting strategies in a network under complementarities,"
Games and Economic Behavior, Elsevier, vol. 105(C), pages 84-103.
- Gabrielle Demange, 2016. "Optimal Targeting Strategies in a Network Under Complementarities," PSE Working Papers hal-01568984, HAL.
- Gabrielle Demange, 2017. "Optimal targeting strategies in a network under complementarities," Post-Print halshs-01630621, HAL.
- Gabrielle Demange, 2017. "Optimal targeting strategies in a network under complementarities," PSE-Ecole d'économie de Paris (Postprint) halshs-01630621, HAL.
- Gabrielle Demange, 2016. "Optimal Targeting Strategies in a Network Under Complementarities," Working Papers hal-01568984, HAL.
- Nicolas Houy & Frédéric Jouneau & François Le Grand, 2020. "Defaulting firms and systemic risks in financial networks: a normative approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 503-526, September.
- Haiying Wang & Ying Yuan & Tianyang Wang, 2021. "The dynamics of cross‐boundary fire—Financial contagion between the oil and stock markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(10), pages 1655-1673, October.
- Jens Gudmundsson & Jens Leth Hougaard & Chiu Yu Ko, 2022. "Sharing sequentially triggered losses: Automatic conflict resolution through smart contracts," IFRO Working Paper 2020/05, University of Copenhagen, Department of Food and Resource Economics.
- 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, 2017. "Strategic Default in Financial Networks," Studies in Economics 1721, School of Economics, University of Kent.
- 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 & Alfred Duncan, 2021. "Strategic Default in Financial Networks," Studies in Economics 2111, School of Economics, University of Kent.
- Csoka, Péter & Herings, P. Jean-Jacques, 2016. "Decentralized Clearing in Financial Networks (RM/16/005-revised-)," Research Memorandum 037, Maastricht University, Graduate School of Business and Economics (GSBE).
- V. Sasidevan & Nils Bertschinger, 2019. "Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches," Papers 1912.05273, arXiv.org.
- Mike K. P. So & Lupe S. H. Chan & Amanda M. Y. Chu, 2021. "Financial Network Connectedness and Systemic Risk During the COVID-19 Pandemic," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 649-665, December.
- 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.
- Csóka, Péter & Herings, P.J.J., 2023. "An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks," Discussion Paper 2023-002, Tilburg University, Center for Economic Research.
- Csóka, Péter & Herings, P.J.J., 2023. "An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks," Other publications TiSEM c5e072ce-031a-487d-8a05-a, Tilburg University, School of Economics and Management.
- Covi, Giovanni & Gorpe, Mehmet Ziya & Kok, Christoffer, 2021.
"CoMap: Mapping Contagion in the Euro Area Banking Sector,"
Journal of Financial Stability, Elsevier, vol. 53(C).
- Mehmet Ziya Gorpe & Giovanni Covi & Christoffer Kok, 2019. "CoMap: Mapping Contagion in the Euro Area Banking Sector," IMF Working Papers 2019/102, International Monetary Fund.
- Covi, Giovanni & Gorpe, Mehmet Ziya & Kok, Christoffer, 2019. "CoMap: mapping contagion in the euro area banking sector," Working Paper Series 2224, European Central Bank.
- Robin Cubitt & Gijs Kuilen & Sujoy Mukerji, 2018.
"The strength of sensitivity to ambiguity,"
Theory and Decision, Springer, vol. 85(3), pages 275-302, October.
- Robin Cubitt & Gijs van de Kuilen & Sujoy Mukerji, "undated". "The Strength of Sensitivity to Ambiguity," Working Papers 851, Queen Mary University of London, School of Economics and Finance.
- Robin Cubitt & Gijs van de Kuilen & Sujoy Mukerji, 2017. "The Strength of Sensitivity to Ambiguity," Working Papers 836, Queen Mary University of London, School of Economics and Finance.
- Gourieroux, C. & Heam, J.C. & Monfort, A., 2013.
"Liquidation equilibrium with seniority and hidden CDO,"
Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5261-5274.
- Christian Gouriéroux & Jean-Cyprien Heam & Alain Monfort, 2013. "Liquidation Equilibrium with Seniority and Hidden CDO," Working Papers 2013-06, Center for Research in Economics and Statistics.
- Matthew O Jackson & Agathe Pernoud, 2024.
"Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2017-2062.
- Matthew O. Jackson & Agathe Pernoud, 2020. "Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks," Papers 2012.12861, arXiv.org, revised Jul 2023.
- Nan Chen & Xin Liu & David D. Yao, 2016. "An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect," Operations Research, INFORMS, vol. 64(5), pages 1089-1108, October.
- Dengbao Yao & Xiaoxing Liu & Xu Zhang, 2016. "Financial contagion in interbank network," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 9(2), pages 132-148.
- Calleja, Pedro & Llerena, Francesc, 2024. "Proportional clearing mechanisms in financial systems: An axiomatic approach," Journal of Mathematical Economics, Elsevier, vol. 111(C).
- Ivan Alves & Stijn Ferrari & Pietro Franchini & Jean-Cyprien Heam & Pavol Jurca & Sam Langfield & Sebastiano Laviola & Franka Liedorp & Antonio Sánchez & Santiago Tavolaro & Guillaume Vuillemey, 2013. "The structure and resilience of the European interbank market," ESRB Occasional Paper Series 03, European Systemic Risk Board.
- Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- Steffen Schuldenzucker & Sven Seuken & Stefano Battiston, 2020. "Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks," Management Science, INFORMS, vol. 66(5), pages 1981-1998, May.
- Chukwudi Henry Dike, 2020. "Strategic Interactions in Financial Networks," 2020 Papers pdi579, Job Market Papers.
- Péter Csóka & P. Jean-Jacques Herings, 2018.
"Decentralized Clearing in Financial Networks,"
Management Science, INFORMS, vol. 64(10), pages 4681-4699, October.
- Csóka, P. & Herings, P.J.J., 2016. "Decentralized clearing in financial networks," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).
- Csóka, Péter & Herings, Jean-Jacques P., 2016. "Decentralized Clearing in Financial Networks," Corvinus Economics Working Papers (CEWP) 2016/14, Corvinus University of Budapest.
- Peter Csoka & P. Jean-Jacques Herings, 2016. "Decentralized Clearing in Financial Networks," CERS-IE WORKING PAPERS 1603, Institute of Economics, Centre for Economic and Regional Studies.
- Shi, Qing & Sun, Xiaoqi & Jiang, Yile, 2022. "Concentrated commonalities and systemic risk in China's banking system: A contagion network approach," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Jens Gudmundsson & Jens Leth Hougaard & Chiu Yu Ko, 2020. "Sharing sequentially triggered losses," IFRO Working Paper 2020/05, University of Copenhagen, Department of Food and Resource Economics.
- Mohamed Belhaj & Renaud Bourlès & Frédéric Deroïan, 2020.
"Prudential Regulation in Financial Networks,"
Working Papers
halshs-02950881, HAL.
- Mohamed Belhaj & Renaud Bourlès & Frédéric Deroïan, 2020. "Prudential Regulation in Financial Networks," AMSE Working Papers 2030, Aix-Marseille School of Economics, France.
- Pedro Calleja & Francesc Llerena, 2023. "Proportional clearing mechanisms in financial systems: an axiomatic approach," UB School of Economics Working Papers 2023/442, University of Barcelona School of Economics.
- Matthew Elliott & Benjamin Golub & Matthew O. Jackson, 2014. "Financial Networks and Contagion," American Economic Review, American Economic Association, vol. 104(10), pages 3115-3153, October.
- Anne-Marie Rieu-Foucault, 2017. "Point sur la fourniture de liquidié publique," Working Papers hal-04141643, HAL.
- Deng, Yang & Zhang, Ziqing & Zhu, Li, 2021. "A model-based index for systemic risk contribution measurement in financial networks," Economic Modelling, Elsevier, vol. 95(C), pages 35-48.
- Yang Deng & Chenyin Gao, 2023. "Where does the risk lie? Systemic risk and tail risk networks in the Chinese financial market," Pacific Economic Review, Wiley Blackwell, vol. 28(2), pages 167-190, May.
- Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2024.
"The Characterization of Clearing Payments in Financial Networks,"
Other publications TiSEM
e1e1e64f-022b-4206-b7b3-b, Tilburg University, School of Economics and Management.
- Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2024. "The Characterization of Clearing Payments in Financial Networks," Discussion Paper 2024-013, Tilburg University, Center for Economic Research.
- Adriani, Fabrizio & Ladley, Dan, 2021. "Social distance, speed of containment and crowding in/out in a network model of contagion," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 597-625.
- Yuan, Ying & Wang, Haiying & Jin, Xiu, 2022. "Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19," International Review of Financial Analysis, Elsevier, vol. 83(C).
- J. Idier & T. Piquard, 2017. "Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks," Working papers 621, Banque de France.
- Akay, Ozgur (Ozzy) & Senyuz, Zeynep & Yoldas, Emre, 2013.
"Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach,"
Journal of Empirical Finance, Elsevier, vol. 22(C), pages 16-29.
- Ozgur Akay & Zeynep Senyuz & Emre Yoldas, 2013. "Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach," Working Papers 13-06, Office of Financial Research, US Department of the Treasury.
- Panagiotis Kanellopoulos & Maria Kyropoulou & Hao Zhou, 2021. "Financial Network Games," Papers 2107.06623, arXiv.org.
- 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).
- Dike Chukwudi Henry, 2019. "Systemic Risk and The Clearing System," Annals of Social Sciences & Management studies, Juniper Publishers Inc., vol. 3(1), pages 17-18, March.
- Jiajia, Liu & Kun, Guo & Fangcheng, Tang & Yahan, Wang & Shouyang, Wang, 2023. "The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 105-119.
- Anne-Marie Rieu-Foucault, 2017. "Point sur la fourniture de liquidié publique," EconomiX Working Papers 2017-27, University of Paris Nanterre, EconomiX.
- Glasserman, Paul & Young, H. Peyton, 2015. "How likely is contagion in financial networks?," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 383-399.
- Dike Chukwudi Henry, 2021. "Network Games, Peer Effect and Neutral Transfers," Studies in Economics 2107, School of Economics, University of Kent.