A framework for analyzing contagion in assortative banking networks
暂无分享,去创建一个
[1] T. Hurd. Contagion! Systemic Risk in Financial Networks , 2016 .
[2] Béla Bollobás,et al. Random Graphs , 1985 .
[3] James P. Gleeson,et al. Systemic Risk in Banking Networks Without Monte Carlo Simulation , 2012 .
[4] Mason A. Porter,et al. Multi-Stage Complex Contagions , 2011, Chaos.
[5] Walter E. Beyeler,et al. The topology of interbank payment flows , 2007 .
[6] Ben R. Craig,et al. Interbank Tiering and Money Center Banks , 2010 .
[7] Anne-Caroline Hüser,et al. Too Interconnected to Fail: A Survey of the Interbank Networks Literature , 2015 .
[8] T. R. Hurd,et al. The Construction and Properties of Assortative Configuration Graphs , 2015, 1512.03084.
[9] Prasanna Gai,et al. Contagion in financial networks , 2010, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.
[10] T. Lux,et al. Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform , 2015 .
[11] Evangelos Kranakis,et al. Advances in Network Analysis and its Applications , 2012 .
[12] James P. Gleeson,et al. Network cloning unfolds the effect of clustering on dynamical processes , 2015, Physical review. E, Statistical, nonlinear, and soft matter physics.
[13] Pierre-Louis Lions,et al. On mathematical finance , 2000 .
[14] Sergey Melnik,et al. Accuracy of mean-field theory for dynamics on real-world networks. , 2010, Physical review. E, Statistical, nonlinear, and soft matter physics.
[15] 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.
[16] Mason A. Porter,et al. Dynamics on Modular Networks with Heterogeneous Correlations , 2012, Chaos.
[17] R. Seruca,et al. Intricate Macrophage-Colorectal Cancer Cell Communication in Response to Radiation , 2016, PloS one.
[18] R. May,et al. Systemic risk: the dynamics of model banking systems , 2010, Journal of The Royal Society Interface.
[19] Svante Janson. The Probability That a Random Multigraph is Simple , 2009, Comb. Probab. Comput..
[20] Christian Upper,et al. Simulation methods to assess the danger of contagion in interbank markets , 2011 .
[21] James P Gleeson,et al. Cascades on correlated and modular random networks. , 2008, Physical review. E, Statistical, nonlinear, and soft matter physics.
[22] 宁北芳,et al. 疟原虫var基因转换速率变化导致抗原变异[英]/Paul H, Robert P, Christodoulou Z, et al//Proc Natl Acad Sci U S A , 2005 .
[23] J. Rogers. Chaos , 1876 .
[24] Philippe Deprez,et al. Construction of Directed Assortative Configuration Graphs , 2015, Internet Math..
[25] J. Yang,et al. Network Models and Financial Stability , 2008 .
[26] Mark Newman,et al. Networks: An Introduction , 2010 .
[27] Edson Bastos e Santos,et al. Network Structure and Systemic Risk in Banking Systems , 2010 .
[28] Morten L. Bech,et al. The Topology of the Federal Funds Market , 2008, SSRN Electronic Journal.
[29] P. Mucha,et al. The unreasonable effectiveness of tree-based theory for networks with clustering. , 2010, Physical review. E, Statistical, nonlinear, and soft matter physics.
[30] Guido Caldarelli,et al. Distress Propagation in Complex Networks: The Case of Non-Linear DebtRank , 2015, PloS one.
[31] Rama Cont,et al. RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS , 2010, 1112.5687.