Stability analysis of financial contagion due to overlapping portfolios
Year of publication: |
2014
|
---|---|
Authors: | Caccioli, Fabio ; Shrestha, Munik ; Moore, Cristopher ; Farmer, J. Doyne |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 46.2014, p. 233-245
|
Subject: | Systemic risk | Network models | Contagion | Theorie | Theory | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection | Systemrisiko |
-
Overlapping portfolios, contagion, and financial stability
Caccioli, Fabio, (2015)
-
A network model of financial system resilience
Anand, Kartik, (2012)
-
Simulating fire-sales in a banking and shadow banking system
Calimani, Susanna, (2017)
- More ...
-
Stability analysis of financial contagion due to overlapping portfolios
Caccioli, Fabio, (2014)
-
Stability analysis of financial contagion due to overlapping portfolios
Caccioli, Fabio, (2012)
-
Stability Analysis of Financial Contagion Due to Overlapping Portfolios
Caccioli, Fabio, (2012)
- More ...