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Journal of economic dynamics & control
Journal of financial stability
117
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69
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67
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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
Simulating liquidity stress in the derivatives market
Bardoscia, Marco
;
Ferrara, Gerardo
;
Vause, Nicholas
; …
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014535140
Saved in:
8
Interconnected banks and systemically important exposures
Roncoroni, Alan
;
Battiston, Stefano
;
D'Errico, Marco
; …
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535809
Saved in:
9
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:
10
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:
11
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:
12
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
Saved in:
13
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:
14
A flow network analysis of direct balance-sheet contagion in financial networks
Eboli, Mario
- In:
Journal of economic dynamics & control
103
(
2019
),
pp. 205-233
Persistent link: https://www.econbiz.de/10012131085
Saved in:
15
Forward-looking solvency contagion
Bardoscia, Marco
;
Barucca, Paolo
;
Codd, Adam Brinley
; …
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012313648
Saved in:
16
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
Di Gangi, Domenico
;
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 117-141
Persistent link: https://www.econbiz.de/10012004377
Saved in:
17
Monitoring vulnerability and impact diffusion in financial networks
Silva, Thiago Christiano
;
Souza, Sergio Rubens Stancato de
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 109-135
Persistent link: https://www.econbiz.de/10011817211
Saved in:
18
Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes
Poledna, Sebastian
;
Bochmann, Olaf
;
Thurner, Stefan
- In:
Journal of economic dynamics & control
77
(
2017
),
pp. 230-246
Persistent link: https://www.econbiz.de/10011817470
Saved in:
19
Incentivizing resilience in financial networks
Leduc, Matt V.
;
Thurner, Stefan
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 44-66
Persistent link: https://www.econbiz.de/10011915300
Saved in:
20
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:
21
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:
22
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:
23
The dynamics of the leverage cycle
Aymanns, Christoph
;
Farmer, J. Doyne
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 155-179
Persistent link: https://www.econbiz.de/10010486948
Saved in:
24
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:
25
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:
26
Systemic risk mitigation in financial networks
Capponi, Agostino
;
Chen, Peng-Chu
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 152-166
Persistent link: https://www.econbiz.de/10011574650
Saved in:
27
An empirical study of the Mexican banking system's network and its implications for systemic risk
Martinez-Jaramillo, Serafin
;
Alexandrova-Kabadjova, Biliana
- In:
Journal of economic dynamics & control
40
(
2014
),
pp. 242-265
Persistent link: https://www.econbiz.de/10010424375
Saved in:
28
Prices, debt and market structure in an agent-based model of the financial market
Fischer, Thomas
;
Riedler, Jesper
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 95-120
Persistent link: https://www.econbiz.de/10010485828
Saved in:
29
Systemic risk in banking networks : advantages of "tiered" banking systems
Teteryatnikova, Mariya
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 186-210
Persistent link: https://www.econbiz.de/10010485863
Saved in:
30
Within and between systemic country risk : theory and evidence from the sovereign crisis in Europe
Baglioni, Angelo
;
Cherubini, Umberto
- In:
Journal of economic dynamics & control
37
(
2013
)
8
,
pp. 1581-1597
Persistent link: https://www.econbiz.de/10009775092
Saved in:
31
Contagion and risk-sharing on the inter-bank market
Ladley, Dan
- In:
Journal of economic dynamics & control
37
(
2013
)
7
,
pp. 1384-1400
Persistent link: https://www.econbiz.de/10009751158
Saved in:
32
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:
33
Liaisons dangereuses : increasing connectivity, risk sharing, and systemic risk
Battiston, Stefano
;
Delli Gatti, Domenico
;
Gallegati, Mauro
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1121-1141
Persistent link: https://www.econbiz.de/10009634277
Saved in:
34
Rollover risk, network structure and systemic financial crises
Anand, Kartik
;
Gai, Prasanna
;
Marsili, Matteo
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1088-1100
Persistent link: https://www.econbiz.de/10009634280
Saved in:
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