Zobrazeno 1 - 5
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pro vyhledávání: '"Pernoud, Agathe"'
Autor:
Jackson, Matthew O1 (AUTHOR) jacksonm@stanford.edu, Pernoud, Agathe2 (AUTHOR)
Publikováno v:
Review of Financial Studies. Jul2024, Vol. 37 Issue 7, p2017-2062. 46p.
Autor:
Jackson, Matthew O., Pernoud, Agathe
We analyze how interdependencies between organizations in financial networks can lead to multiple possible equilibrium outcomes. A multiplicity arises if and only if there exists a certain type of dependency cycle in the network that allows for self-
Externí odkaz:
http://arxiv.org/abs/2012.12861
Autor:
Jackson, Matthew O., Pernoud, Agathe
We provide an overview of the relationship between financial networks and systemic risk. We present a taxonomy of different types of systemic risk, differentiating between direct externalities between financial organizations (e.g., defaults, correlat
Externí odkaz:
http://arxiv.org/abs/2012.12702
Autor:
Gleyze, Simon1 (AUTHOR), Pernoud, Agathe2 (AUTHOR)
Publikováno v:
Journal of Political Economy. Mar2023, Vol. 131 Issue 3, p802-837. 36p. 2 Charts.
Kniha
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