8 citations · 8 across the 1 of their papers we have counts for
2 papers
q-fin.RM2021
Hierarchical contagions in the interdependent financial network
William A. Barnett, Xue Wang, Hai-Chuan Xu +1
We derive the default cascade model and the fire-sale spillover model in a unified interdependent framework. The interactions among banks include not only direct cross-holding, but…
nlin.CD2020★ 8 cited
Dynamics of the Shapovalov mid-size firm model
Tatyana A. Alexeeva, William A. Barnett, Nikolay V. Kuznetsov +1
One of the main tasks in the study of financial and economic processes is forecasting and analysis of the dynamics of these processes. Within this task lie important research quest…