150 citations · 905 across the 15 of their papers we have counts for
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q-fin.GN2013★ 15 cited
Double Cascade Model of Financial Crises
Thomas R. Hurd, Davide Cellai, Sergey Melnik +1
The scope of financial systemic risk research encompasses a wide range of interbank channels and effects, including asset correlation shocks, default contagion, illiquidity contagi…
cond-mat.stat-mech2013★ 16 cited
Analytical solution for a class of network dynamics with mechanical and financial applications
Pavel Krejčí, Harbir Lamba, Sergey Melnik +1
We show that for a certain class of dynamics at the nodes the response of a network of any topology to arbitrary inputs is defined in a simple way by its response to a monotone inp…