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~isPartOf:"Journal of economic dynamics & control"
~subject:"Portfolio-Management"
~subject:"Credit risk"
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Portfolio-Management
Credit risk
Systemic risk
32
Systemrisiko
31
Financial crisis
24
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24
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15
Theorie
15
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15
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15
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Caccioli, Fabio
3
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2
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2
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1
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1
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1
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1
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1
Tasca, Paolo
1
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Journal of economic dynamics & control
Journal of financial stability
37
Journal of banking & finance
28
Working paper series / European Central Bank
15
Discussion paper
14
Journal of risk management in financial institutions
14
Economic modelling
10
Finance research letters
10
IMF Staff Country Reports
10
Research paper series / Swiss Finance Institute
10
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9
Journal of international financial markets, institutions & money
9
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7
IMF working papers
7
International review of financial analysis
7
Journal of financial intermediation
7
Research in international business and finance
7
Risks : open access journal
7
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6
Insurance / Mathematics & economics
6
International journal of theoretical and applied finance
6
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6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of network theory in finance
6
Applied economics
5
CESifo working papers
5
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European journal of operational research : EJOR
5
International review of economics & finance : IREF
5
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5
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4
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Economics letters
4
Emerging markets review
4
Finance and economics discussion series
4
Journal of economic behavior & organization : JEBO
4
Journal of empirical finance
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Journal of financial services research
4
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ECONIS (ZBW)
10
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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
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:
3
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:
4
Understanding flash crash contagion and
systemic
risk
: a micro-macro agent-based approach
Paulin, James
;
Calinescu, Anisoara
;
Wooldridge, Michael J.
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 200-229
Persistent link: https://www.econbiz.de/10012130964
Saved in:
5
Portfolio diversification and
systemic
risk
in interbank networks
Tasca, Paolo
;
Battiston, Stefano
;
Deghi, Andrea
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 96-124
Persistent link: https://www.econbiz.de/10011915509
Saved in:
6
Evaluating
systemic
risk
using bank default probabilities in financial networks
Souza, Sergio Rubens Stancato de
;
Silva, Thiago Christiano
- In:
Journal of economic dynamics & control
66
(
2016
),
pp. 54-75
Persistent link: https://www.econbiz.de/10011708369
Saved in:
7
Overlapping portfolios, contagion, and financial stability
Caccioli, Fabio
;
Farmer, J. Doyne
;
Foti, Nick
; …
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 50-63
Persistent link: https://www.econbiz.de/10011474265
Saved in:
8
The impact of systemic and illiquidity risk on financing with risky collateral
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 180-202
Persistent link: https://www.econbiz.de/10010486947
Saved in:
9
Financial regulations and bank credit to the real economy
Gabbi, Giampaolo
;
Iori, Giulia
;
Jafarey, Saqib
;
Porter, …
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 117-143
Persistent link: https://www.econbiz.de/10010486951
Saved in:
10
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
Saved in:
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