Network Models and Financial Stability-Reference-Cited by-同舟云学术

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Network Models and Financial Stability

Published:2008 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Nier Erlend W.,Yang Jing,Yorulmazer Tanju,Alentorn Amadeo

Publisher

Elsevier BV

Reference21 articles.

1. Emergence of scaling in random networks;Albert;Science,1999

2. Limited market participation and volatility of asset prices;Allen;American Economic Review,1994

3. Systemic risk in financial systems;Eisenberg;Management Science,2001

4. Risk assessment for banking systems;H Elsinger;Management Science,2006

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2. Research on the Dynamic Correlation of Financial Industry Risks Based on DCC-GARCH Model;Operations Research and Fuzziology;2023

3. A Liquidity Risk Stress-Testing Framework with Basel Liquidity Standards;Prague Economic Papers;2020-06-16

4. Network Topography and Default Contagion in China’s Financial System;SSRN Electronic Journal;2020

5. Complex networks analysis in Iran stock market: The application of centrality;Physica A: Statistical Mechanics and its Applications;2019-10

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