3
H index
1
i10 index
774
Citations
New Jersey Institute of Technology | 3 H index 1 i10 index 774 Citations RESEARCH PRODUCTION: 5 Articles 10 Papers RESEARCH ACTIVITY:
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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: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
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| FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta | 3 |
| Year | Title of citing document |
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| 2024 | Optimal Clearing Payments in a Financial Contagion Model. (2024). Proskurnikov, Anton ; Calafiore, Giuseppe ; Fracastoro, Giulia. In: Papers. RePEc:arx:papers:2103.10872. Full description at Econpapers || Download paper |
| 2025 | Dual representations of quasiconvex compositions with applications to systemic risk. (2021). Aygun, Mucahit ; Ararat, Ccaugin. In: Papers. RePEc:arx:papers:2108.12910. Full description at Econpapers || Download paper |
| 2024 | Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective. (2024). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731. Full description at Econpapers || Download paper |
| 2025 | Measuring risk contagion in financial networks with CoVaR. (2024). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2309.15511. Full description at Econpapers || Download paper |
| 2024 | Price-mediated contagion with endogenous market liquidity. (2024). Cao, Zhiyu ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2311.05977. Full description at Econpapers || Download paper |
| 2024 | Algorithms for Claims Trading. (2024). Hoefer, Martin ; Wilhelmi, Lisa ; Ventre, Carmine. In: Papers. RePEc:arx:papers:2402.13627. Full description at Econpapers || Download paper |
| 2025 | Default Resilience and Worst-Case Effects in Financial Networks. (2024). Proskurnikov, Anton ; Calafiore, Giuseppe ; Fracastoro, Giulia. In: Papers. RePEc:arx:papers:2403.10631. Full description at Econpapers || Download paper |
| 2025 | Statistical Validation of Contagion Centrality in Financial Networks. (2025). Feinstein, Zachary ; Sadeghi, Agathe. In: Papers. RePEc:arx:papers:2404.14337. Full description at Econpapers || Download paper |
| 2024 | Playing with Fire? A Mean Field Game Analysis of Fire Sales and Systemic Risk under Regulatory Capital Constraints. (2024). Traxler, Theresa ; Frey, Rudiger. In: Papers. RePEc:arx:papers:2406.17528. Full description at Econpapers || Download paper |
| 2024 | Systemic values-at-risk and their sample-average approximations. (2024). Alali, Wissam ; Ararat, Ccaugin. In: Papers. RePEc:arx:papers:2408.08511. Full description at Econpapers || Download paper |
| 2024 | Improved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps. (2024). Hansen, Kristoffer Arnsfelt ; Klinkby, Asger ; Dohn, Simon. In: Papers. RePEc:arx:papers:2409.18717. Full description at Econpapers || Download paper |
| 2025 | Causal analysis of extreme risk in a network of industry portfolios. (2025). Kluppelberg, Claudia ; Krali, Mario. In: Papers. RePEc:arx:papers:2504.00523. Full description at Econpapers || Download paper |
| 2025 | Systemic Risk and Default Cascades in Global Equity Markets: Extending the Gai-Kapadia Framework with Stochastic Simulations and Network Analysis. (2025). , Ana. In: Papers. RePEc:arx:papers:2504.01969. Full description at Econpapers || Download paper |
| 2025 | Particle Systems with Local Interactions via Hitting Times and Cascades on Graphs. (2025). Guo, Yucheng ; Yan, Qinxin. In: Papers. RePEc:arx:papers:2505.18448. Full description at Econpapers || Download paper |
| 2025 | Increasing Systemic Resilience to Socioeconomic Challenges: Modeling the Dynamics of Liquidity Flows and Systemic Risks Using Navier-Stokes Equations. (2025). Gondauri, Davit. In: Papers. RePEc:arx:papers:2507.05287. Full description at Econpapers || Download paper |
| 2025 | Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets. (2025). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2507.08065. Full description at Econpapers || Download paper |
| 2025 | Cycles Protocol: A Peer-to-Peer Electronic Clearing System. (2025). Fleischman, Tomavz ; Miller, Andrew ; Ahmed, Shoaib ; Dini, Paolo ; Buchman, Ethan. In: Papers. RePEc:arx:papers:2507.22309. Full description at Econpapers || Download paper |
| 2025 | Stochastic Boundaries in Spatial General Equilibrium: A Diffusion-Based Approach to Causal Inference with Spillover Effects. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2508.06594. Full description at Econpapers || Download paper |
| 2025 | Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007. Full description at Econpapers || Download paper |
| 2025 | Economic relativity: a cut rule for perimeter valuation in equity ownership networks. (2025). di Marzio, Omar. In: Papers. RePEc:arx:papers:2509.04520. Full description at Econpapers || Download paper |
| 2025 | Emergence of Homophily under Contextual Mechanisms. (2025). Wang, Tongyu ; Yang, Haijun ; Weng, Jiaxing. In: Papers. RePEc:arx:papers:2510.09821. Full description at Econpapers || Download paper |
| 2025 | Network Contagion Dynamics in European Banking: A Navier-Stokes Framework for Systemic Risk Assessment. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2510.19630. Full description at Econpapers || Download paper |
| 2024 | Pension Funds: The Importance of Corporate Governance. (2024). Benetti, Cristiane ; MacAgnan, Clea Beatriz ; Mangoni, Luiz Alberto ; Vancin, Daniel Francisco. In: Journal of Information Economics. RePEc:bba:j00008:v:2:y:2024:i:2:p:24-45:d:355. Full description at Econpapers || Download paper |
| 2024 | Digital Payments in Firm Networks: Theory of Adoption and Quantum Algorithm. (2024). PRIAZHKINA, SOFIA ; Skavysh, Vladimir ; Palmer, Samuel ; Mugel, Samuel ; Orus, Roman ; Martin-Ramiro, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:24-17. Full description at Econpapers || Download paper |
| 2024 | Decomposing Systemic Risk: The Roles of Contagion and Common Exposures. (2024). Hipp, Ruben ; Halaj, Grzegorz. In: Staff Working Papers. RePEc:bca:bocawp:24-19. Full description at Econpapers || Download paper |
| 2024 | Measuring capital at risk with financial contagion: two-sector model with banks and insurers. (2024). Covi, Giovanni ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:1081. Full description at Econpapers || Download paper |
| 2024 | Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas R ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991. Full description at Econpapers || Download paper |
| 2024 | Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929. Full description at Econpapers || Download paper |
| 2025 | Higher-order exposures. (2025). Wetzer, Thom ; Kemp, Esti ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Working Paper Series. RePEc:ecb:ecbwps:20253091. Full description at Econpapers || Download paper |
| 2026 | Liquidity spirals. (2026). Wiersema, Garbrand ; Kemp, Esti ; Farmer, Doyne J. In: Working Paper Series. RePEc:ecb:ecbwps:20263169. Full description at Econpapers || Download paper |
| 2024 | Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113. Full description at Econpapers || Download paper |
| 2025 | Does textual risk information from individual banks exacerbate systemic risk? Evidence from the Chinese banking system. (2025). Li, Zhinan ; Ren, Yaqi ; Shen, Peilong ; Zhang, Can. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002469. Full description at Econpapers || Download paper |
| 2025 | Risk contagion in production-bank bilayer networks. (2025). Huang, Shupei ; Wang, Hongtao. In: Economics Letters. RePEc:eee:ecolet:v:248:y:2025:i:c:s0165176525000485. Full description at Econpapers || Download paper |
| 2024 | A theory of multivariate stress testing. (2024). Wang, Ruodu ; Millossovich, Pietro ; Tsanakas, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:851-866. Full description at Econpapers || Download paper |
| 2025 | Contagion network, portfolio credit risk, and financial crisis. (2025). Li, Bingqing ; Fu, Michael C ; Wu, Rongwen. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:942-957. Full description at Econpapers || Download paper |
| 2025 | Two axiomatizations of the pairwise netting proportional rule in financial networks. (2025). Herings, P. Jean-Jacques ; Csóka, Péter ; Cska, Pter. In: European Journal of Operational Research. RePEc:eee:ejores:v:325:y:2025:i:3:p:553-567. Full description at Econpapers || Download paper |
| 2025 | Carbon-related credit concentration and banking systemic risk due to climate transition shocks. (2025). Liu, Xiaoxing ; Jia, Chenfang ; Wang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004983. Full description at Econpapers || Download paper |
| 2024 | Do interbank markets price systemic risk?. (2024). Sigmund, Michael ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000081. Full description at Econpapers || Download paper |
| 2024 | On the optimal control of interbank contagion in the euro area banking system. (2024). Kok, Christoffer ; Fukker, Gabor. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400010x. Full description at Econpapers || Download paper |
| 2024 | Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111. Full description at Econpapers || Download paper |
| 2024 | Financial stability through the lens of complex systems. (2024). Battiston, Stefano ; Martinez-Jaramillo, Serafin ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000135. Full description at Econpapers || Download paper |
| 2024 | Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147. Full description at Econpapers || Download paper |
| 2024 | Shock amplification in an interconnected financial system of banks and investment funds. (2024). Del Vecchio, Leonardo ; Covi, Giovanni ; Gourdel, Regis ; Kaoudis, Georgios ; Fiedor, Pawel ; Fukker, Gabor ; Tente, Natalia ; Salakhova, Dilyara ; Kaijser, Michiel ; Hilberg, Bjorn ; Gehrend, Max ; Schilte, Aurore ; Montagna, Mattia ; Grassi, Alberto ; Sydow, Matthias ; Deipenbrock, Marija ; Mingarelli, Luca ; Piquard, Thibaut. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000196. Full description at Econpapers || Download paper |
| 2025 | Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Guerini, Mattia ; Napoletano, Mauro. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372. Full description at Econpapers || Download paper |
| 2025 | A network approach to interbank contagion risk in South Africa. (2025). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000154. Full description at Econpapers || Download paper |
| 2025 | Stress testing OTC derivatives: Clearing reforms and market frictions. (2025). Casu, Barbara ; Katsoulis, Petros ; Kalotychou, Elena. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000178. Full description at Econpapers || Download paper |
| 2025 | Bank diversity and financial contagion. (2025). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500021x. Full description at Econpapers || Download paper |
| 2025 | Decomposing systemic risk: The roles of contagion and common exposures. (2025). Hipp, Ruben ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:80:y:2025:i:c:s1572308925000804. Full description at Econpapers || Download paper |
| 2024 | Financial contagion and financial lockdowns. (2024). Gioffré, Alessandro ; Camera, Gabriele. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:613-631. Full description at Econpapers || Download paper |
| 2024 | Contagion and equilibria in diversified financial networks. (2024). Amelkin, Victor ; Venkatesh, Santosh ; Vohra, Rakesh. In: Journal of Economic Theory. RePEc:eee:jetheo:v:217:y:2024:i:c:s0022053124000255. Full description at Econpapers || Download paper |
| 2024 | On bankruptcy in general equilibrium with uncertainty. (2024). Tsomocos, Dimitrios ; Ritzberger, Klaus. In: Journal of Economic Theory. RePEc:eee:jetheo:v:218:y:2024:i:c:s0022053124000449. Full description at Econpapers || Download paper |
| 2024 | Proportional clearing mechanisms in financial systems: An axiomatic approach. (2024). Calleja, Pedro ; Llerena, Francesc. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s030440682400017x. Full description at Econpapers || Download paper |
| 2025 | Multilayer bank-firm networks and financial risk contagion. (2025). Lei, Jingyue ; Shen, Peilong ; Li, Zhinan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:675:y:2025:i:c:s037843712500490x. Full description at Econpapers || Download paper |
| 2024 | Systemic risk and financial networks. (2024). Zhang, Xiaoyuan ; Li, Bingqing. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:25-36. Full description at Econpapers || Download paper |
| 2025 | Measuring systemic risk from textual Analysis: Evidence from Chinese Banks. (2025). Fang, YI ; Lu, Liping ; Lin, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005180. Full description at Econpapers || Download paper |
| 2025 | Research on sovereign credit and international banking industry tail risk contagion ----Perspective from double-layer complex network. (2025). Xiao-Li, Gong ; Zhuo-Cheng, WU ; Xiong, Xiong ; Wei, Zhang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001558. Full description at Econpapers || Download paper |
| 2024 | Systemic risk assessment using complex networks approach: Evidence from the Brazilian (re)insurance market. (2024). de Frana, Joo Vinicius ; Guimares, Acassio Silva. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923001915. Full description at Econpapers || Download paper |
| 2025 | Carbon exposure of credit assets and banking systemic risk caused by climate transition. (2025). Hu, Mengyuan ; Lu, Jiayi ; Liu, Xiaoxing ; Wang, Chao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002363. Full description at Econpapers || Download paper |
| 2025 | On the risk commonality of US tech firms: Relevance and determinants. (2025). Grundke, Peter ; Rohde, Kai ; Dinger, Valeriya. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:217:y:2025:i:c:s0040162524007662. Full description at Econpapers || Download paper |
| 2025 | Unintended Consequences of Regulating Central Clearing. (2025). Ordonez, Guillermo ; Ordoez, Guillermo ; D'Erasmo, Pablo ; Erol, Selman. In: Working Papers. RePEc:fip:fedpwp:101515. Full description at Econpapers || Download paper |
| 2024 | Systemic Risk and Bank Networks: A Use of Knowledge Graph with ChatGPT. (2024). Zhou, Yilu ; Chung, San-Lin ; Lyu, Ren-Yuan ; Chen, Ren-Raw. In: FinTech. RePEc:gam:jfinte:v:3:y:2024:i:2:p:16-301:d:1395458. Full description at Econpapers || Download paper |
| 2024 | Modeling Risk Sharing and Impact on Systemic Risk. (2024). Farkas, Walter ; Lucescu, Patrick. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:13:p:2083-:d:1427851. Full description at Econpapers || Download paper |
| 2024 | Systemic Risk Arising from Shadow Banking and Sustainable Development: A Study of Wealth Management Products in China. (2024). Pan, Hongjie ; Fan, Hong. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:10:p:4280-:d:1397545. Full description at Econpapers || Download paper |
| 2024 | Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia. In: GREDEG Working Papers. RePEc:gre:wpaper:2024-10. Full description at Econpapers || Download paper |
| 2025 | Fire Sales, Default Cascades and Complex Financial Networks. (2025). Sulem, Agns ; Cao, Zhongyuan ; Amini, Hamed. In: Post-Print. RePEc:hal:journl:hal-03425599. Full description at Econpapers || Download paper |
| 2025 | On the influence of network structure on the resilience and losses of financial systems. (2025). Zino, Lorenzo ; Calafiore, Giuseppe Carlo ; Fracastoro, Giulia ; Proskurnikov, Anton V. In: The Journal of Mechanism and Institution Design. RePEc:jmi:articl:jmi-v10i1a4. Full description at Econpapers || Download paper |
| 2024 | Dynamics of Contagion Risk Among World Markets in Times of Crises: A Financial Network Perspective. (2024). Saleh, Mamdouh Abdulaziz ; el Aoufi, Sara ; Belcaid, Karim. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09439-2. Full description at Econpapers || Download paper |
| 2024 | Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas ; Harvey, David I. In: Discussion Papers. RePEc:not:notcfc:2024/02. Full description at Econpapers || Download paper |
| 2024 | Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks. (2024). Jackson, Matthew ; Pernoud, Agathe. In: The Review of Financial Studies. RePEc:oup:rfinst:v:37:y:2024:i:7:p:2017-2062.. Full description at Econpapers || Download paper |
| 2024 | Systemic risk in Chinese interbank lending networks: insights from short-term and long-term lending data. (2024). Gao, Qifeng ; Shu, Lei ; Song, Lei ; Jin, Shuyue ; Chen, YU. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02617-9. Full description at Econpapers || Download paper |
| 2025 | Does a non-performing assets disposal fund help control systemic risk? Evidence from an interbank financial network in China. (2025). Song, Lei ; Chen, YU. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00667-7. Full description at Econpapers || Download paper |
| 2025 | Measuring risk contagion in financial networks with CoVaR. (2025). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:3:d:10.1007_s00780-025-00564-6. Full description at Econpapers || Download paper |
| 2025 | Price-mediated contagion with endogenous market liquidity. (2025). Cao, Zhiyu ; Feinstein, Zachary. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00377-9. Full description at Econpapers || Download paper |
| 2024 | On the unification of centralized and decentralized clearing mechanisms in financial networks. (2024). Borm, Peter ; Ketelaars, Martijn W. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:99:y:2024:i:3:d:10.1007_s00186-024-00860-5. Full description at Econpapers || Download paper |
| 2024 | On the Compatibility of Composition Axioms in Financial Networks. (2024). Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:041e8388-cc78-4d6b-b6ba-5c043157537b. Full description at Econpapers || Download paper |
| 2024 | Perspective Invariance in Financial Networks. (2024). Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:1c18cd0f-90ec-476e-9b59-70c1bf5c8543. Full description at Econpapers || Download paper |
| 2024 | Equity Consistency in Financial Networks. (2024). Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:6821532b-151b-4ae3-9543-5aa4f31ce1d4. Full description at Econpapers || Download paper |
| 2024 | The Characterization of Clearing Payments in Financial Networks. (2024). Herings, P. Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn ; Herings, P. J. J., . In: Discussion Paper. RePEc:tiu:tiucen:e1e1e64f-022b-4206-b7b3-b4586bebb179. Full description at Econpapers || Download paper |
| 2024 | On the Compatibility of Composition Axioms in Financial Networks. (2024). Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:041e8388-cc78-4d6b-b6ba-5c043157537b. Full description at Econpapers || Download paper |
| 2024 | Perspective Invariance in Financial Networks. (2024). Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:1c18cd0f-90ec-476e-9b59-70c1bf5c8543. Full description at Econpapers || Download paper |
| 2024 | Equity Consistency in Financial Networks. (2024). Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:6821532b-151b-4ae3-9543-5aa4f31ce1d4. Full description at Econpapers || Download paper |
| 2024 | Clearing in financial networks and dynamic investment under uncertainty. (2024). Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:94768fb9-fd72-405d-a330-6b704cd05b41. Full description at Econpapers || Download paper |
| 2024 | The Characterization of Clearing Payments in Financial Networks. (2024). Herings, P. Jean-Jacques ; Borm, Peter ; Ketelaars, Martijn ; Herings, P. J. J., . In: Other publications TiSEM. RePEc:tiu:tiutis:e1e1e64f-022b-4206-b7b3-b4586bebb179. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Destabilizing properties of a VaR or probability-of-ruin constraint when variances may be infinite In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
| 1991 | Quantity-adjusting options and forward contracts In: FRB Atlanta Working Paper. [Citation analysis] | paper | 4 |
| 1991 | Quantity-adjusting Options and Forward Contracts..(1991) In: Weiss Center Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1991 | Quantity-Adjusting Options and Forward Contracts..(1991) In: Weiss Center Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1991 | Option pricing with random volatilities in complete markets In: FRB Atlanta Working Paper. [Citation analysis] | paper | 5 |
| 1991 | Generalized put-call parity In: FRB Atlanta Working Paper. [Citation analysis] | paper | 0 |
| 1991 | Generalized put-Call parity..(1991) In: Weiss Center Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1991 | Generalized Put-Call Parity (Reprint 040) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
| 1991 | Quantity-adjusting Options and Forward Contracts. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
| 1991 | Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
| 2007 | Implementing risk management systems with a benchmark: a Web-Based DSS approach In: International Journal of Electronic Finance. [Full Text][Citation analysis] | article | 0 |
| 2001 | Systemic Risk in Financial Systems In: Management Science. [Full Text][Citation analysis] | article | 760 |
| The marginal price of risk with a VaR constraint In: Journal of Risk. [Full Text][Citation analysis] | article | 0 | |
| 1995 | Connectivity and Financial Network Shutdown In: Working Papers. [Citation analysis] | paper | 2 |
| 2009 | Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 1 |
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