Zobrazeno 1 - 10
of 10
pro vyhledávání: '"LEDUC, MATT V."'
Autor:
Leduc, Matt V., Thurner, Stefan
Publikováno v:
Journal of Economic Dynamics & Control 82 (2017) 44-66
When banks extend loans to each other, they generate a negative externality in the form of systemic risk. They create a network of interbank exposures by which they expose other banks to potential insolvency cascades. In this paper, we show how a reg
Externí odkaz:
http://arxiv.org/abs/1606.03595
Publikováno v:
Journal of Network Theory in Finance (2017)
We study insolvency cascades in an interbank system when banks are allowed to insure their loans with credit default swaps (CDS) sold by other banks. We show that, by properly shifting financial exposures from one institution to another, a CDS market
Externí odkaz:
http://arxiv.org/abs/1601.02156
Autor:
Leduc, Matt V., Momot, Ruslan
Publikováno v:
Network Science 5 (1): 108-139, 2017
We study the incentives that agents have to invest in costly protection against cascading failures in networked systems. Applications include vaccination, computer security and airport security. Agents are connected through a network and can fail eit
Externí odkaz:
http://arxiv.org/abs/1510.09140
Publikováno v:
Games and Economic Behavior 104 (2017) 568-594
When a new product or technology is introduced, potential consumers can learn its quality by trying the product, at a risk, or by letting others try it and free-riding on the information that they generate. We propose a dynamic game to study the adop
Externí odkaz:
http://arxiv.org/abs/1509.06544
Publikováno v:
Physica D: Nonlinear Phenomena, Vol. 323--324, 64--72 (2016)
We study cascades on a two-layer multiplex network, with asymmetric feedback that depends on the coupling strength between the layers. Based on an analytical branching process approximation, we calculate the systemic risk measured by the final fracti
Externí odkaz:
http://arxiv.org/abs/1506.06664
Autor:
Leduc, Matt V., Thurner, Stefan
Publikováno v:
In Journal of Economic Dynamics and Control September 2017 82:44-66
Publikováno v:
In Games and Economic Behavior July 2017 104:568-594
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
LEDUC, MATT V., MOMOT, RUSLAN
Publikováno v:
Network Science; March 2017, Vol. 5 Issue: 1 p108-139, 32p