Larry Eisenberg : Citation Profile


Are you Larry Eisenberg?

New Jersey Institute of Technology

3

H index

1

i10 index

533

Citations

RESEARCH PRODUCTION:

4

Articles

10

Papers

RESEARCH ACTIVITY:

   20 years (1991 - 2011). See details.
   Cites by year: 26
   Journals where Larry Eisenberg has often published
   Relations with other researchers
   Recent citing documents: 134.    Total self citations: 1 (0.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pei15
   Updated: 2022-05-21    RAS profile: 2011-11-04    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Larry Eisenberg.

Is cited by:

Silva, Thiago (17)

battiston, stefano (16)

Gallegati, Mauro (15)

Tabak, Benjamin (13)

Summer, Martin (12)

Kok, Christoffer (10)

Paddrik, Mark (9)

Mandel, Antoine (8)

Gintis, Herbert (8)

Lehar, Alfred (7)

Kapadia, Sujit (7)

Cites to:

Rochet, Jean (2)

Bollerslev, Tim (2)

Tirole, Jean (2)

Diebold, Francis (2)

Duffie, Darrell (2)

Andersen, Torben (2)

HUANG, MING (1)

Vega, Clara (1)

Purnanandam, Amiyatosh (1)

Noe, Thomas (1)

Roberts, John (1)

Main data


Where Larry Eisenberg has published?


Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta3

Recent works citing Larry Eisenberg (2021 and 2020)


YearTitle of citing document
2020Prudential Regulation in Financial Networks. (2020). Bourlès, Renaud ; Deroian, Frederic ; Belhaj, Mohamed. In: AMSE Working Papers. RePEc:aim:wpaimx:2030.

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2020.

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2020Banks as Tanks: A Continuous-Time Model of Financial Clearing. (2017). Sonin, Konstantin. In: Papers. RePEc:arx:papers:1705.05943.

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2020Cascading Losses in Reinsurance Networks. (2018). Minca, Andreea ; Klages-Mundt, Ariah. In: Papers. RePEc:arx:papers:1805.12222.

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2020Network effects in default clustering for large systems. (2019). Yang, Jia ; Spiliopoulos, Konstantinos. In: Papers. RePEc:arx:papers:1812.07645.

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2021Computation of systemic risk measures: a mixed-integer linear programming approach. (2019). Meimanjanov, Nurtai ; Ararat, Ccaugin. In: Papers. RePEc:arx:papers:1903.08367.

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2020Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908.

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2021Default Ambiguity: Finding the Best Solution to the Clearing Problem. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As. In: Papers. RePEc:arx:papers:2002.07741.

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2021Financial replicator dynamics: emergence of systemic-risk-averting strategies. (2020). Kavitha, Veeraruna ; Saha, Indrajit. In: Papers. RePEc:arx:papers:2003.00886.

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2020Old Problems, Classical Methods, New Solutions. (2020). Lipton, Alexander. In: Papers. RePEc:arx:papers:2003.06903.

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2021Market Efficient Portfolios in a Systemic Economy. (2020). Weber, Stefan ; Capponi, Agostino ; Awiszus, Kerstin. In: Papers. RePEc:arx:papers:2003.10121.

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2020Real implications of Quantitative Easing in the euro area: a complex-network perspective. (2020). battiston, stefano ; Perillo, Chiara . In: Papers. RePEc:arx:papers:2004.09418.

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2020The hyperbolic geometry of financial networks. (2020). Nargang, Stephanie ; Keller-Ressel, Martin. In: Papers. RePEc:arx:papers:2005.00399.

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2021A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2005.05364.

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2020Multi-Period Liability Clearing via Convex Optimal Control. (2020). Boyd, Stephen ; Barratt, Shane. In: Papers. RePEc:arx:papers:2005.09066.

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2020Using Network Interbank Contagion in Bank Default Prediction. (2020). Doyle, Riccardo. In: Papers. RePEc:arx:papers:2005.12619.

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2021Suffocating Fire Sales. (2020). Ritter, Daniel ; Panagiotou, Konstantinos ; Meyer-Brandis, Thilo ; Detering, Nils. In: Papers. RePEc:arx:papers:2006.08110.

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2022Optimal Network Compression. (2020). Feinstein, Zachary ; Amini, Hamed. In: Papers. RePEc:arx:papers:2008.08733.

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2021Dynamic Default Contagion in Interbank Systems. (2020). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2010.15254.

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2022Optimal Collaterals in Multi-Enterprise Investment Networks. (2020). Kolumbus, Yoav ; Babaioff, Moshe ; Winter, Eyal. In: Papers. RePEc:arx:papers:2011.06247.

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2020Contingent Capital with Stock Price Triggers in Interbank Networks. (2020). Schweizer, Nikolaus ; Balter, Anne G ; Vera, Juan C. In: Papers. RePEc:arx:papers:2011.06474.

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2020Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach. (2020). Lee, Kyungsub ; Jang, Hyun Jin. In: Papers. RePEc:arx:papers:2012.04181.

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2021Optimal Intervention in Economic Networks using Influence Maximization Methods. (2021). Klages-Mundt, Ariah ; Minca, Andreea. In: Papers. RePEc:arx:papers:2102.01800.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2021Financial Network Games. (2021). Zhou, Hao ; Kyropoulou, Maria ; Kanellopoulos, Panagiotis . In: Papers. RePEc:arx:papers:2107.06623.

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2021Dual representations of quasiconvex compositions with applications to systemic risk. (2021). Aygun, Mucahit ; Ararat, Ccaugin. In: Papers. RePEc:arx:papers:2108.12910.

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2021Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360.

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2021Cross-ownership as a structural explanation for rising correlations in crisis times. (2021). Araneda, Axel A ; Bertschinger, Nils. In: Papers. RePEc:arx:papers:2112.04824.

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2022When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731.

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2022Clearing Payments in Dynamic Financial Networks. (2022). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe C. In: Papers. RePEc:arx:papers:2201.12898.

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2022Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk. (2022). Hinterplattner, Melanie ; Diem, Christian ; Schueller, William ; Thurner, Stefan ; Gerschberger, Markus ; Conrady, Beate ; Stangl, Johannes. In: Papers. RePEc:arx:papers:2201.13325.

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2022Systemic Risk Models for Disjoint and Overlapping Groups with Equilibrium Strategies. (2022). Hu, Ruimeng ; Fouque, Jean-Pierre ; Feng, Yichen ; Ichiba, Tomoyuki . In: Papers. RePEc:arx:papers:2202.00662.

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2022Economic Networks: Theory and Computation. (2022). Stachurski, John ; Sargent, Thomas J. In: Papers. RePEc:arx:papers:2203.11972.

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2021The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Connaughton, Colm ; Alexandre, Michel. In: Working Papers Series. RePEc:bcb:wpaper:556.

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2021Does Default Pecking Order Impact Systemic Risk? Evidence from Brazilian data. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Michalak, Krzysztof ; Alexandre, Michel. In: Working Papers Series. RePEc:bcb:wpaper:557.

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2020Securities cross-holding in the Colombian financial system: A topological approach. (2020). León, Carlos ; Miguelez, Javier ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1134.

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2020Contagion Accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Sorensen, Christoffer Kok ; Huser, Anne-Caroline. In: BIS Working Papers. RePEc:bis:biswps:908.

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2021Intra?industry spill?over effect of default: Evidence from the Chinese bond market. (2021). Li, Jiang ; Xu, Zijin ; Luo, Haoyi ; Hu, Xiaolu. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4703-4740.

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2020Distress and default contagion in financial networks. (2020). Maria, Luitgard Anna. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:705-737.

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2020Network valuation in financial systems. (2020). D'Errico, Marco ; Caccioli, Fabio ; Bardoscia, Marco ; Barucca, Paolo ; Battiston, Stefano ; Caldarelli, Guido ; Visentin, Gabriele. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1181-1204.

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2021Comments on “Network Structure and Its Impact on Commodity Markets”. (2021). Tompaidis, Stathis. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:12:p:4577-4578.

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2021Financial Network and Systemic Risk—A Dynamic Model. (2021). Yao, David D ; Wang, Tan ; Chen, Hong. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:8:p:2441-2466.

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2020Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0897.

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2020Cross-border spillover effects of macroprudential policies: a conceptual framework. (2020). Reinhardt, Dennis ; Kok, Christoffer ; On, Task Force . In: Occasional Paper Series. RePEc:ecb:ecbops:2020242.

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2020Contagion accounting. (2020). Kok, Christoffer ; Aldasoro, Iñaki ; Huser, Anne-Caroline. In: Working Paper Series. RePEc:ecb:ecbwps:20202499.

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2021On the optimal control of interbank contagion in the euro area banking system. (2021). Kok, Christoffer ; Fukker, Gabor . In: Working Paper Series. RePEc:ecb:ecbwps:20212554.

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2021The drivers of systemic risk in financial networks: a data-driven machine learning analysis. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Connaughton, Colm ; Alexandre, Michel. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s0960077921009425.

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2020What is the minimal systemic risk in financial exposure networks?. (2020). Pichler, Anton ; Diem, Christian ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683.

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2020The formation of a core-periphery structure in heterogeneous financial networks. (2020). van der Leij, Marco ; Hommes, Cars ; In, Daan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301408.

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2021Network tail risk estimation in the European banking system. (2021). Tich, Toma ; Giacometti, Rosella ; Torri, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000609.

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2021Simulating liquidity stress in the derivatives market. (2021). Yoganayagam, Michael ; Vause, Nicholas ; Ferrara, Gerardo ; Bardoscia, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001500.

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2021Optimal capital structure and simultaneous bankruptcy of firms in corporate networks. (2021). Shibata, Takashi ; Nishihara, Michi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001998.

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2021Interconnected banks and systemically important exposures. (2021). Kok, Christoffer ; Haaj, Grzegorz ; Derrico, Marco ; Battiston, Stefano ; Roncoroni, Alan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002013.

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2021A model-based index for systemic risk contribution measurement in financial networks. (2021). Zhu, LI ; Zhang, Ziqing ; Deng, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:35-48.

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2020Interconnectedness and systemic risk in the US CDS market. (2020). Kanno, Masayasu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940817304047.

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2020Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness. (2020). Jang, Hyun Jin ; Choi, So Eun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302973.

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2020Capital regulation under price impacts and dynamic financial contagion. (2020). Feinstein, Zachary. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:449-463.

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2021Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:263-277.

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2022A repo model of fire sales with VWAP and LOB pricing mechanisms. (2022). Feinstein, Zachary ; Bichuch, Maxim. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:1:p:353-367.

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2020Fiscal risk and financial fragility. (2020). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange Maria. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014119303395.

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2020Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks. (2020). Kanno, Masayasu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302003.

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2021Multilayer financial networks and systemic importance: Evidence from China. (2021). Wang, Xiong ; Stanley, Eugene H ; Wen, Fenghua ; Cao, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002106.

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2022An analytic approach To network-based modelling for contagious defaults. (2022). Jang, Hyun Jin ; Park, Jong Jun. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001082.

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2021From stress testing to systemic stress testing: The importance of macroprudential regulation. (2021). Fujiwara, Yoshi ; Becker, Alexander P ; Aoyama, Hideaki ; Vodenska, Irena ; Lungu, Eliza ; Iyetomi, Hiroshi. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301029.

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2021Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem. (2021). Thurner, Stefan ; Poledna, Sebastian ; Pichler, Anton. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301121.

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2021Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2021). Napoletano, Mauro ; Barucca, Paolo ; Luu, Duc Thi ; Battiston, Stefano. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301145.

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2021CoMap: Mapping Contagion in the Euro Area Banking Sector. (2021). Kok, Christoffer ; Gorpe, Mehmet Ziya ; Covi, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301170.

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2021Climate risk and financial stability in the network of banks and investment funds. (2021). Martinez-Jaramillo, Serafin ; Luis , ; Battiston, Stefano ; Roncoroni, Alan. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000309.

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2020Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942.

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2022Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727.

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2020Micro-level transmission of monetary policy shocks: The trading book channel. (2020). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre ; Guerra, Solange Maria. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:179:y:2020:i:c:p:279-298.

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2021Systemic risk shifting in financial networks. (2021). Hazell, Jonathon ; Georg, Co-Pierre ; Elliott, Matthew. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301502.

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2021Mandatory disclosure and financial contagion. (2021). Barlevy, Gadi ; Alvarez, Fernando. In: Journal of Economic Theory. RePEc:eee:jetheo:v:194:y:2021:i:c:s0022053121000545.

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2021Network risk and key players: A structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859.

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2021A network characterization of the interbank exposures in Peru. (2021). Martinez-Jaramillo, Serafin ; Caccioli, Fabio ; Chavez, Diego A ; Rodriguez-Martinez, Anahi ; Cuba, Walter. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000156.

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2022Contagion in networks: Stability and efficiency. (2022). Bougheas, Spiros. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:115:y:2022:i:c:p:64-77.

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2020Risk contagion in multilayer network of financial markets. (2020). Li, Shouwei ; Wang, HU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931862x.

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2020Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets. (2020). Luo, Jun ; Zeng, Qianru ; Wang, Yutong ; Chen, Tingqiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s037843711931698x.

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2021Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach. (2021). Silva, Thiago ; Braz, Tercio ; Fiche, Marcelo Estrela ; Tabak, Benjamin Miranda. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307172.

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2021Implicit government guarantees and the externality of portfolio diversification: A complex network approach. (2021). Niu, Xiaoli ; Wu, Kexing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437121001801.

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2021Solvency contagion risk in the Chinese commercial banks’ network. (2021). Jin, Shuyue ; Chen, YU ; Wang, Xiasi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004015.

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2020Credit rating migration risk and interconnectedness in a corporate lending network. (2020). Kanno, Masayasu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310487.

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2020Contagion in derivatives markets. (2020). Young, Peyton H ; Rajan, Sriram ; Paddrick, Mark. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100868.

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2021How safe are central counterparties in credit default swap markets?. (2021). Young, Peyton H ; Paddrick, Mark. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:101170.

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2021Compound poisson models for weighted networks with applications in finance. (2020). , Luitgard ; Gandy, Axel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:104185.

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2022Collateralized networks. (2020). Young, Hobart ; Glasserman, Paul ; Ghamami, Samim. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107496.

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2020Liquidity-saving through obligation-clearing and mutual credit: an effective monetary innovation for SMEs in times of crisis. (2020). Dini, Paolo ; Fleischman, Toma ; Littera, Giuseppe . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107529.

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2021Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:137.

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2021Liquidity Provision and Co-insurance in Bank Syndicates. (2021). Yankov, Vladimir ; Zikes, Filip ; Kiernan, Kevin F. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-60.

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2020Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis. (2020). Eisenbach, Thomas ; Lee, Michael Junho ; Kovner, Anna . In: Staff Reports. RePEc:fip:fednsr:87390.

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2020Liquidity-Saving through Obligation-Clearing and Mutual Credit: An Effective Monetary Innovation for SMEs in Times of Crisis. (2020). Fleischman, Toma ; Littera, Giuseppe ; Dini, Paolo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:295-:d:452515.

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2021Modelling Systemically Important Banks vis-à-vis the Basel Prudential Guidelines. (2021). Daly, Kevin ; Salim, Zulkifli M. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:295-:d:582813.

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2021.

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2020A Bank Salvage Model by Impulse Stochastic Controls. (2020). Jiang, Yilun ; di Persio, Luca ; Cordoni, Francesco Giuseppe. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:60-:d:367204.

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2021Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market. (2021). Wu, Jing ; Birge, John ; Babich, Volodymyr ; Agca, Senay. In: Working Papers. RePEc:gwi:wpaper:2021-18.

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2021Fire Sales, Default Cascades and Complex Financial Networks. (2021). Sulem, Agnes ; Cao, Zhongyuan ; Amini, Hamed. In: Working Papers. RePEc:hal:wpaper:hal-03425599.

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2020Prudential Regulation in Financial Networks. (2020). Bourlès, Renaud ; Deroian, Frederic ; Belhaj, Mohamed. In: Working Papers. RePEc:hal:wpaper:halshs-02950881.

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2021On manipulability in financial systems. (2021). Sudhölter, Peter ; Calleja, Pedro ; Sudholter, Peter ; Llerena, Francesc. In: Discussion Papers on Economics. RePEc:hhs:sdueko:2021_008.

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2020Too central to fail firms in bi-layered financial networks: Evidence of linkages from the US corporate bond and stock markets. (2020). Chakrabarti, Anindya S ; Srivastava, Pranjal ; Mishra, Abinash. In: IIMA Working Papers. RePEc:iim:iimawp:14628.

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2021Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties. (2021). Ding, Xiaodong ; Luo, Hezhi ; Li, Duan ; Jiang, Rujun ; Peng, Jiming. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:33:y:2021:i:1:p:180-197.

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2020Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks. (2020). Battiston, Stefano ; Seuken, Sven ; Schuldenzucker, Steffen. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:5:p:1981-1998.

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More than 100 citations found, this list is not complete...

Works by Larry Eisenberg:


YearTitleTypeCited
2011Destabilizing properties of a VaR or probability-of-ruin constraint when variances may be infinite In: Journal of Financial Stability.
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1991Quantity-adjusting options and forward contracts In: FRB Atlanta Working Paper.
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paper4
1991Quantity-adjusting Options and Forward Contracts..(1991) In: Weiss Center Working Papers.
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This paper has another version. Agregated cites: 4
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1991Quantity-Adjusting Options and Forward Contracts..(1991) In: Weiss Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
1991Option pricing with random volatilities in complete markets In: FRB Atlanta Working Paper.
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paper5
1991Generalized put-call parity In: FRB Atlanta Working Paper.
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paper0
1991Generalized put-Call parity..(1991) In: Weiss Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
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1991Generalized put-Call parity. In: Rodney L. White Center for Financial Research Working Papers.
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paper0
1991Quantity-adjusting Options and Forward Contracts. In: Rodney L. White Center for Financial Research Working Papers.
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1991Quantity-Adjusting Options and Forward Contracts. In: Rodney L. White Center for Financial Research Working Papers.
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paper0
2007Implementing risk management systems with a benchmark: a Web-Based DSS approach In: International Journal of Electronic Finance.
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2001Systemic Risk in Financial Systems In: Management Science.
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article522
1995Connectivity and Financial Network Shutdown In: Working Papers.
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paper2
2009Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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