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Publications by Andreas Søjmark

An SPDE Model for Systemic Risk With Endogenous Contagion

Finance and Stochastics

English

Related publications

CoRisk: Measuring Systemic Risk Through Default Probability Contagion

SSRN Electronic Journal

English

Endogenous Banks' Networks, Cascades and Systemic Risk

SSRN Electronic Journal

English

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

International Journal of Computational Economics and Econometrics

Computer Science Applications

English

Sovereign Risk Contagion

English

Qualitative Stability Analysis of an Obesity Epidemic Model With Social Contagion

Discrete Dynamics in Nature and Society

English

CoRisk: Measuring Contagion Risk With Correlation Network Models

English

Investment for Patience in an Endogenous Growth Model

Economic Modelling

English

Reduced Laughter Contagion in Boys at Risk for Psychopathy

Current Biology

Molecular Biology

Biological Sciences

English

SAFE: An Early Warning System for Systemic Banking Risk

Working paper (Federal Reserve Bank of Cleveland)

English