Default Ambiguity: Finding the Best Solution to the Clearing Problem-Reference-Cited by-同舟云学术

Default Ambiguity: Finding the Best Solution to the Clearing Problem

Published:2022 Issue: Volume: Page:391-409
ISSN:0302-9743
Container-title:Web and Internet Economics
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Author:

Papp Pál András,Wattenhofer Roger

Publisher

Springer International Publishing

Link

https://link.springer.com/content/pdf/10.1007/978-3-030-94676-0_22

Reference26 articles.

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2. Banerjee, T., Feinstein, Z.: Impact of contingent payments on systemic risk in financial networks. Math. Financ. Econ. 13(4), 617–636 (2019). https://doi.org/10.1007/s11579-019-00239-9

3. Bardoscia, M., Battiston, S., Caccioli, F., Caldarelli, G.: Pathways towards instability in financial networks. Nat. Commun. 8, 14416 (2017)

4. Bertschinger, N., Hoefer, M., Schmand, D.: Strategic payments in financial networks. In: 11th Innovations in Theoretical Computer Science Conference (ITCS 2020). LIPIcs, vol. 151, pp. 1–16. Dagstuhl, Germany (2020)

5. Dees, S., Henry, J., Martin, R.: Stamp€: stress-test analytics for macroprudential purposes in the euro area. ECB, Frankfurt a. M. (2017)

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