Common Asset Holdings and Systemic Risk of Financial Network

[1]  Prasanna Gai,et al.  Contagion in financial networks , 2010, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[2]  J. Bouchaud,et al.  How Markets Slowly Digest Changes in Supply and Demand , 2008, 0809.0822.

[3]  J. Farmer.  Market Force, Ecology, and Evolution , 1998, adap-org/9812005.

[4]  Duncan J Watts,et al.  A simple model of global cascades on random networks , 2002, Proceedings of the National Academy of Sciences of the United States of America.

[5]  J. Yang,et al.  Network Models and Financial Stability , 2008 .

[6]  R. May,et al.  Systemic risk: the dynamics of model banking systems , 2010, Journal of The Royal Society Interface.