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Overlapping portfolios, contagion, and financial stability · Study

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ArticleOverlapping portfolios, contagion, and financial stability

Fabio Caccioli2014

Article2014

Overlapping portfolios, contagion, and financial stability

Fabio Caccioli · J. Doyne Farmer · Nick Foti · Daniel N. Rockmore

184 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Banking stability, regulation, efficiency Complex Network Analysis Techniques Complex Systems and Time Series Analysis

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 184 citations exist upstream.

References

2008Market Liquidity and Funding Liquidity 2000Financial Contagion 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?2010Contagion in financial networks 2005Liquidity Risk and Contagion 2007Network models and financial stability 2011Complexity, concentration and contagion 2010The Leverage Cycle

Cited by

2017Network models of financial systemic risk: a review 2015DebtRank: A Microscopic Foundation for Shock Propagation 2020Quantification of systemic risk from overlapping portfolios in the financial system 2016Elimination of systemic risk in financial networks by means of a systemic risk transaction tax 2017Fire Sales, Indirect Contagion and Systemic Stress Testing 2019Monitoring indirect contagion 2016Distress Propagation in Complex Networks: The Case of Non-Linear DebtRank 2017Bank networks: Contagion, systemic risk and prudential policy

Details

Year2014

Typearticle

Published2014-10-13

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations184

Files0 public / 0

ShelfBanking stability, regulation, efficiency

Identifiers

doi10.1016/j.jedc.2014.09.041

openalex_workW2078660995

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