Financial Network and Systemic Risk—A Dynamic Model

Author:

Chen Hong1,Wang Tan1,Yao David D.2

Affiliation:

1. Shanghai Advanced Institute of Finance Shanghai Jiaotong University Shanghai 20030China

2. Department of Industrial Engineering and Operations Research Columbia University New York New York 10027 USA

Publisher

Wiley

Subject

Management of Technology and Innovation,Industrial and Manufacturing Engineering,Management Science and Operations Research

Cited by 9 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. Clearing payments in dynamic financial networks;Automatica;2023-12

2. A Stochastic Model for Cascading Failures in Financial Networks;IEEE Transactions on Control of Network Systems;2023-12

3. Interbank asset-liability networks with fire sale management;Journal of Economic Dynamics and Control;2023-10

4. Multivariate stress scenario selection in interbank networks;Journal of Economic Dynamics and Control;2023-09

5. Assessment of Financial Systemic Crisis on a Causal and Reliable Perspective;International Journal of Information Technology & Decision Making;2023-06-30

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