University of Florida
Gainesville, FL 32611
United States
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Over the Counter Markets, Central Counterparty Clearing, Market Design, Financial Network, Contagion, Systemic Risk, Credit Default Swap Markets
Star-shaped Networks, Central Node, Market Design, Financial Network, Contagion, Systemic Risk, Credit Default Swap Markets
systemic risk, banking network, stress test, counterparty risk, macro-prudential regulation, complex network, scale-free network
systemic risk, contagion, default, macroprudential regulation, financial stability, random graph, network model, financial networks, interconnectedness, balance-sheet contagion
Systemic risk, Financial networks
systemic risk, liquidity risk, financial contagion, Markov decision process, optimal interventions
Systemic risk, Default contagion, Financial stability, Contagious links, Phase transitions, Complex networks, Inhomogeneous random graphs.
Over the Counter Markets, Financial Network, Partial Multilateral Netting
Blockchain, Nash Equilibrium, Insurance-Reinsurance, Technology Adoption, FinTech
Financial Network, Systemic Risk, Eiseberg Noe Model, Asset Price Contagion
blockchain; decentralized finance; decentralized clearing; default contagion; systemic risk
Fire Sales, Default Contagion, Financial Networks, Systemic Risk.
collective risk theory, systemic risk, default contagion
Mean-field BSDEs with jumps, graphon particle systems, dynamic risk measures
Systemic Risk, Default Contagion, Financial Networks, Limit Theorems.
Social distancing game, epidemic risks, cohort effects, insurance investment
contagion, systemic risk, economic epidemiology, self-protection, security investment, cyber-insurance, heterogeneous networks
Systemic risk, Optimal control, Financial networks, Lender of last resort
Clustering, community detection, financial networks, overlapping portfolios.
Risk processes, ruin probabilities, stochastic networks.
Systemic Risk, Financial Network, Central Clearing, Portfolio Compression
Financial Networks, Systemic Risk, Default Cascade Process, Limit Theorems.
systemic risk, financial networks, portfolio compression, genetic algorithm