Results 31 to 40 of about 9,640,886 (365)
K-Correspondences, USCOs, and fixed point problems arising in discounted stochastic games
Fixed Point Theory and Applications, 2020 We establish a fixed point theorem for the composition of nonconvex, measurable selection valued correspondences with Banach space valued selections.
Frank H. Page, Jing Fu
doaj +1 more source
Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes
Entropy, 2022 Flash crashes in financial markets have become increasingly important, attracting attention from financial regulators, market makers as well as from the media and the broader audience.
Jeremy D. Turiel, Tomaso Aste
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Systemic Risk and Stability in Financial Networks
, 2013 This paper argues that the extent of financial contagion exhibits a form of phase transition: as long as the magnitude of negative shocks affecting financial institutions are sufficiently small, a more densely connected financial network (corresponding ...
Daron Acemoglu +2 more
semanticscholar +1 more source
Systemic Risk in China’s Financial Industry Due to the COVID-19 Pandemic
, 2020 In this paper, the dynamic CoVaR method is used to measure changes in systemic risk in the financial industry during the COVID-19 pandemic. We find that, first, after the outbreak of the COVID-19 pandemic, the systemic risk of the financial industry ...
Cheng Lan, Ziyi Huang, Wenli Huang
semanticscholar +1 more source
Scientific Reports, 2021 Here we attempted to define the relationship between: EEG activity, personality and coping during lockdown. We were in a unique situation since the COVID-19 outbreak interrupted our independent longitudinal study.
Jacek Rogala +6 more
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Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
, 2011 We propose several econometric measures of connectedness based on principal-components analysis and Granger-causality networks, and apply them to the monthly returns of hedge funds, banks, broker/dealers, and insurance companies.
Monica Billio +3 more
semanticscholar +1 more source
Systemic Risk and Regulation [PDF]
SSRN Electronic Journal, 2005 Historically, much of the banking regulation that was put in place was designed to reduce systemic risk. In many countries capital regulation in the form of the Basel agreements is currently one of the most important measures to reduce systemic risk. In recent years there has been considerable growth in the transfer of credit risk across and between ...
Franklin Allen, Douglas Gale
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Measuring the frequency dynamics of financial connectedness and systemic risk [PDF]
, 2015 We propose a new framework for measuring connectedness among financial variables that arises due to heterogeneous frequency responses to shocks. To estimate connectedness in short-, medium-, and long-term financial cycles, we introduce a framework based ...
Jozef Baruník, Tomas Krehlik
semanticscholar +1 more source
Volatility as a Transmitter of Systemic Risk: Is there a Structural Risk in Finance?
Risk Analysis, 2020 This article discusses the role of volatility in the context of systemic risk in finance. The main argument is that volatility transmits risks within the financial system and beyond, shaking the financial system and threatening in particular small or ...
H. Mieg
semanticscholar +1 more source
Financial Connections and Systemic Risk [PDF]
SSRN Electronic Journal, 2010 We develop a model where institutions form connections through swaps of projects in order to diversify their individual risk. These connections lead to two different network structures. In a clustered network groups of financial institutions hold identical portfolios and default together. In an unclustered network defaults are more dispersed. With long
Ana Babus +3 more
openaire +10 more sources