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Antoci, Angelo, Delfino, Alexia, Paglieri, Fabio, Panebianco, Fabrizio and Sabatini, Fabio (2016) Civility vs. incivility in online social interactions: an evolutionary approach. PLOS ONE, 11 (11). e0164286. ISSN 1932-6203
Babus, Ana and Kondor, Peter (2018) Trading and information diffusion in OTC markets. Econometrica, 86 (5). pp. 1727-1769. ISSN 0012-9682
Gandy, Axel and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227
(2021)
Compound poisson models for weighted networks with applications in finance.
Mathematics and Financial Economics, 15 (1).
131 - 153.
ISSN 1862-9679
Glasserman, Paul and Young, H. Peyton (2016) Contagion in financial networks. Journal of Economic Literature, 54 (3). pp. 779-831. ISSN 0022-0515
Nava, Francesco (2015) Efficiency in decentralized oligopolistic markets. Journal of Economic Theory, 157. pp. 315-348. ISSN 0022-0531
Nava, Francesco and Piccione, Michele (2014) Efficiency in repeated games with local interaction and uncertain local monitoring. Theoretical Economics, 9 (1). pp. 279-312. ISSN 1933-6837
Paddrick, Mark and Young, H. Peyton (2021) How safe are central counterparties in credit default swap markets? Mathematics and Financial Economics, 15 (1). 41 - 57. ISSN 1862-9679
Poledna, Sebastian, Martínez-Jaramillo, Serafín, Caccioli, Fabio and Thurner, Stefan (2021) Quantification of systemic risk from overlapping portfolios in the financial system. Journal of Financial Stability, 52. ISSN 1572-3089
Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227
(2020)
Distress and default contagion in financial networks.
Mathematical Finance, 30 (3).
705 - 737.
ISSN 0960-1627
Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227
(2022)
When does portfolio compression reduce systemic risk?
Mathematical Finance, 32 (3).
727 - 778.
ISSN 0960-1627
Bernard, Andrew B., Moxnes, Andreas and Saito, Yukiko U. (2016) Production networks, geography and firm performance. CEP Discussion Paper (1435). Centre for Economic Performance, London School of Economics and Political Science, London, UK.
Etesami, Jalal, Habibnia, Ali and Kiyavash, Negar (2017) Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. Systemic Risk Centre Discussion Papers (66). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.
Gong, Rui and Page, Frank (2016) Shadow banks and systemic risks. Systemic Risk Centre Discussion Papers (55). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.