An SPDE Model for Systemic Risk With Endogenous Contagion

Finance and Stochastics - Germany
doi 10.1007/s00780-019-00396-1
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

CoRisk: Measuring Systemic Risk Through Default Probability Contagion

SSRN Electronic Journal
2016English

Endogenous Banks' Networks, Cascades and Systemic Risk

SSRN Electronic Journal
2013English

Growth and Collapse: An Agent-Based Banking Model of Endogenous Leverage Cycles and Financial Contagion

International Journal of Computational Economics and Econometrics
Computer Science ApplicationsEconometricsEconomics
2018English

Sovereign Risk Contagion

2017English

Qualitative Stability Analysis of an Obesity Epidemic Model With Social Contagion

Discrete Dynamics in Nature and Society
ModelingSimulation
2017English

CoRisk: Measuring Contagion Risk With Correlation Network Models

2018English

Investment for Patience in an Endogenous Growth Model

Economic Modelling
EconomicsEconometrics
2014English

Reduced Laughter Contagion in Boys at Risk for Psychopathy

Current Biology
GeneticsMolecular BiologyBiochemistryBiological SciencesNeuroscienceAgricultural
2017English

SAFE: An Early Warning System for Systemic Banking Risk

Working paper (Federal Reserve Bank of Cleveland)
2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy