Assessing Systemic Risk Due to Fire Sales Spillover Through Maximum Entropy Network Reconstruction-Reference-Cited by-同舟云学术

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Assessing Systemic Risk Due to Fire Sales Spillover Through Maximum Entropy Network Reconstruction

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Di Gangi Domenico,Lillo Fabrizio,Pirino Davide

Publisher

Elsevier BV

Reference71 articles.

1. Capital shortfall: A new approach to ranking and regulating systemic risks;V Acharya;American Economic Review,2012

2. CoVaR

3. Liquidity and financial contagion;T Adrian;Financial Stability Review,2008

4. Liquidity and leverage;T Adrian;Journal of Financial Intermediation,2010

5. Procyclical leverage and value-at-risk;T Adrian;Review of Financial Studies,2014

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches;Network Theory and Agent-Based Modeling in Economics and Finance;2019

2. Reconstruction methods for networks: The case of economic and financial systems;Physics Reports;2018-10

3. From Ecology to Finance (and Back?): A Review on Entropy-Based Null Models for the Analysis of Bipartite Networks;Journal of Statistical Physics;2018-04-28

4. Empirical Analyses of Networks in Finance;Handbook of Computational Economics;2018

5. Russian Interbank Network Reconstruction via Metaheuristic Algorithm;Procedia Computer Science;2017

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