Inherent Instability: Scenario-Free Analysis of Financial Systems with Interacting Contagion Channels-Reference-Cited by-同舟云学术

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Inherent Instability: Scenario-Free Analysis of Financial Systems with Interacting Contagion Channels

Published:2019 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Wiersema Garbrand,Kleinnijenhuis Alissa M.,Wetzer Thom,Farmer J. Doyne

Publisher

Elsevier BV

Reference52 articles.

1. Liquidity and leverage;T Adrian;Journal of financial intermediation,2010

2. Procyclical Leverage and Value-at-Risk

3. The dynamics of the leverage cycle;C Aymanns;Journal of Economic Dynamics and Control,2015

4. Taming the basel leverage cycle;C Aymanns;Journal of financial stability,2016

5. correlations and financial contagion;F Caccioli;Advances in Complex Systems,2012

Cited by 3 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. The multiplex nature of global financial contagions;Applied Network Science;2020-10-14

2. Reflexivity, Financial Instability and Monetary Policy: A ‘Convention-Based’ Approach;Review of Political Economy;2020-10-02

3. Foundations of System-Wide Financial Stress Testing with Heterogeneous Institutions;SSRN Electronic Journal;2020

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