Financial Applications of Flow Network Theory

Author:

Eboli Mario

Publisher

Springer Berlin Heidelberg

Reference6 articles.

1. Ahuja, K.R., Magnanti, T.L., Orlin, J.B.: Network Flows: theory, algorithms and applications. Prentice Hall, New Jersey (1993)

2. Eboli, M.: The mechanics of direct contagion in financial systems: a flow network approach. Mimeo Previous Versions Presented at the Bank of England and at the National Bank of Denmark (2011)

3. Eboli, M.: Direct contagion in financial networks with mark-to-market and historical cost accounting rules. International Journal of Economics and Finance 2(5) (2010)

4. Eboli, M., Castiglionesi, F.: Liquidity transfers in interbank liquidity networks. Mimeo (2011)

5. Eisenberg, L., Noe, T.H.: Systemic risk in nancial systems. Management Science 47(2), 236–249 (2001)

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