Rui Gong

Indiana University

Bloomington, IN

United States

SCHOLARLY PAPERS

2

DOWNLOADS

489

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Shadow Banks and Systemic Risks

Number of pages: 55 Posted: 31 Jan 2016
Rui Gong and Frank H. Page
Indiana University and Systemic Risk Centre, LSE
Downloads 379 (119,906)
Citation 3

Abstract:

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Systemic Risk, Shadow Banking Regulation, Discounted Stochastic Games, Endogenous Network Formation, Multi-layered Financial Networks

2.

Systemic Risk and the Dynamics of Financial Networks

Number of pages: 42 Posted: 21 Apr 2016
Rui Gong and Frank H. Page
Indiana University and Systemic Risk Centre, LSE
Downloads 110 (369,731)
Citation 1

Abstract:

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systemic risk, counter-party risk, financial networks, supernetworks, tipping points, default cascades, basins of attraction, Pareto optimal stationary Markov equilibrium, first passage probabilities, hitting times, hitting time probabilities