Frank H. Page

Indiana University, Bloomington - Department of Economics

Wylie Hall

Bloomington, IN 47405-6620

United States

Systemic Risk Centre, LSE

Research Associate

Houghton St

London, WC2A 2AE

United Kingdom

http://www.systemicrisk.ac.uk/

SCHOLARLY PAPERS

13

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CITATIONS
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18

Scholarly Papers (13)

1.

Shadow Banks and Systemic Risks

Number of pages: 55 Posted: 31 Jan 2016
Rui Gong and Frank H. Page
Indiana University and Indiana University, Bloomington - Department of Economics
Downloads 280 (100,200)

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

2.
Downloads 272 (103,213)

Endogenous Network Dynamics

CAEPR Working Paper No. 002-2009
Number of pages: 43 Posted: 19 Feb 2009 Last Revised: 16 Mar 2009
Frank H. Page and Myrna H. Wooders
Indiana University, Bloomington - Department of Economics and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 194 (144,225)

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endogenous network dynamics, dynamic stochastic games of network formation, equilibrium Markov process of network formation, basins of attraction, Harris decomposition, ergodic probability measures, dynamic path dominance core, dynamic pairwise stability

Endogenous Network Dynamics

FEEM Working Paper No. 28.2009
Number of pages: 46 Posted: 18 Jul 2009
Frank H. Page and Myrna H. Wooders
Indiana University, Bloomington - Department of Economics and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 78 (290,333)

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Endogenous Network Dynamics, Dynamic Stochastic Games of Network Formation, Equilibrium Markov Process of Network Formation, Basins of Attraction, Harris Decomposition, Ergodic Probability Measures, Dynamic Path Dominance Core, Dynamic Pairwise Stability

Three Principles of Competitive Nonlinear Pricing

Warwick Economics Research Paper No. 592
Number of pages: 54 Posted: 31 May 2002
Frank H. Page and Paulo Klinger Monteiro
Indiana University, Bloomington - Department of Economics and Getulio Vargas Foundation (FGV) - EPGE
Downloads 187 (149,241)
Citation 6

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competitive nonlinear pricing, delegation principle, implementation principle, competitive taxation principle, Nash equilibria for discontinuous games

Three Principles of Competitive Nonlinear Pricing

Journal of Mathematical Economics, Forthcoming
Posted: 15 Aug 2002
Frank H. Page and Paulo Klinger Monteiro
Indiana University, Bloomington - Department of Economics and Getulio Vargas Foundation (FGV) - EPGE

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competitive nonlinear pricing, delegation principle, implementation principle, competitive taxation principle, revelation principle, Nash equilibria for discontinuous games

4.

Strategic Basins of Attraction, the Farsighted Core, and Network Formation Games

FEEM Working Paper No. 36.05
Number of pages: 36 Posted: 16 Mar 2005
Frank H. Page and Myrna H. Wooders
Indiana University, Bloomington - Department of Economics and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 123 (212,090)
Citation 6

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Basins of attraction, Network formation, Supernetworks, Farsighted core, Nash networks

5.

Arbitrage, Equilibrium, and Nonsatiation

Queen Mary, University of London, Economics Working Paper No. 512
Number of pages: 36 Posted: 13 Apr 2004
Nizar Allouch, Cuong Le Van and Frank H. Page
Queen Mary, University of London, Université Paris I Panthéon-Sorbonne and Indiana University, Bloomington - Department of Economics
Downloads 98 (249,417)

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Arbitrage, Asset market equilibrium, Nonsatiation, Recession cones

6.

Strategic Basins of Attraction, the Path Dominance Core, and Network Formation Games

CAEPR Working Paper No. 2007-020
Number of pages: 37 Posted: 04 Oct 2007
Frank H. Page and Myrna H. Wooders
Indiana University, Bloomington - Department of Economics and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 88 (267,222)
Citation 6

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basins of attraction, network formation games, stable sets, path dominance core, Nash networks

7.

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 Indiana University, Bloomington - Department of Economics
Downloads 80 (283,228)

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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

8.

Endogenous Mechanisms and Nash Equilibrium in Competitive Contracting

CAEPR Working Paper No. 2007-025
Number of pages: 23 Posted: 07 Nov 2007
Frank H. Page and Paulo Klinger Monteiro
Indiana University, Bloomington - Department of Economics and Getulio Vargas Foundation (FGV) - EPGE
Downloads 73 (298,784)

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common agency with adverse selection, endogenous contracting mechanisms, discontinuous games, catalog games, existence of Nash equilibrium, competitive contracting

9.

Club Networks with Multiple Memberships and Noncooperative Stability

CAEPR Working Paper No. 005-2009
Number of pages: 16 Posted: 26 Feb 2009
Frank H. Page and Myrna H. Wooders
Indiana University, Bloomington - Department of Economics and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 60 (331,426)

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clubs, network formation games, potential games, path dominance core, Nash club equilibria, admissible set

10.

Agenda Networks and Farsightedly Stable Agenda Formation

Number of pages: 12 Posted: 19 May 2005
Sami F. Dakhlia and Frank H. Page
ESCE - International Business School and Indiana University, Bloomington - Department of Economics
Downloads 46 (373,796)

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Agenda Formation, Directed Networks, Farsighted Stability

11.

Supernetworks and Systemic Risk

Number of pages: 34 Posted: 31 Jan 2016
Frank H. Page
Indiana University, Bloomington - Department of Economics
Downloads 39 (398,265)

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systemic risk, tipping points, systemic nodes, killer nodes, basins of attraction, Markov process, network formation

12.

Formation of Bargaining Networks via Link Sharing

FEEM Working Paper No. 52.2014
Number of pages: 43 Posted: 06 Jun 2014 Last Revised: 06 Dec 2014
Sofia Priazhkina and Frank H. Page
Indiana University and Indiana University, Bloomington - Department of Economics
Downloads 38 (402,102)

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Social Networks, Oligopoly Pricing, Collusion, Market Sharing Agreements

13.

Arbitrage and Global Cones: Another Counterexample

Social Choice and Welfare, Vol. 16, Iss. 2, January 28, 1999
Posted: 03 Mar 1999
Getulio Vargas Foundation (FGV) - EPGE, Indiana University, Bloomington - Department of Economics and Vanderbilt University - College of Arts and Science - Department of Economics

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