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Journal of economic dynamics & control
SpringerLink / Bücher
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78
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ECONIS (ZBW)
38
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1
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
2
Intermediaries' substitutability and financial network resilience : a hyperstructure approach
Accominotti, Olivier
;
Lucena-Piquero, Delio
;
Ugolini, …
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014479346
Saved in:
3
Backtesting macroprudential stress tests
Ramadiah, Amanah
;
Fricke, Daniel
;
Caccioli, Fabio
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013464518
Saved in:
4
Salience, systemic risk and spectral risk measures as capital requirements
Matyska, Branka
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012666998
Saved in:
5
News and narratives in financial systems : Exploiting big data for systemic risk assessment
Nyman, Rickard
;
Kapadia, Sujit
;
Tuckett, David
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012668872
Saved in:
6
Network tail risk estimation in the European banking system
Torri, Gabriele
;
Giacometti, Rosella
;
Tichý, Tomáš
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012668977
Saved in:
7
What is the minimal systemic risk in financial exposure networks?
Diem, Christian
;
Pichler, Anton
;
Thurner, Stefan
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012503232
Saved in:
8
Reconstructing and stress testing credit networks
Ramadiah, Amanah
;
Caccioli, Fabio
;
Fricke, Daniel
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012501440
Saved in:
9
Measuring network systemic risk contributions : a leave-one-out approach
Hué, Sullivan
;
Lucotte, Yannick
;
Tokpavi, Sessi
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 86-114
Persistent link: https://www.econbiz.de/10012130949
Saved in:
10
When panic makes you blind : a chaotic route to systemic risk
Mazzarisi, Piero
;
Lillo, Fabrizio
;
Marmi, Stefano
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 176-199
Persistent link: https://www.econbiz.de/10012130963
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