1 citations · 1 across the 4 of their papers we have counts for
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q-fin.RM2020
Systemic Risk in Financial Networks: A Survey
Matthew O. Jackson, Agathe Pernoud
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 e…
cs.GT2020★ 1 cited
Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks
Matthew O. Jackson, Agathe Pernoud
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…