Frank H. Page

Systemic Risk Centre, LSE

Research Associate

Houghton St

London, WC2A 2AE

United Kingdom

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

Indiana University, Bloomington - Department of Economics

Wylie Hall

Bloomington, IN 47405-6620

United States

SCHOLARLY PAPERS

13

DOWNLOADS
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1,559

SSRN CITATIONS
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SSRN RANKINGS

Top 33,282

in Total Papers Citations

18

CROSSREF CITATIONS

7

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 Systemic Risk Centre, LSE
Downloads 344 (112,236)
Citation 3

Abstract:

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

2.
Downloads 288 (135,834)

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
Systemic Risk Centre, LSE and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 198 (195,434)
Citation 1

Abstract:

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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
Systemic Risk Centre, LSE and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 90 (360,028)
Citation 1

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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
Systemic Risk Centre, LSE and Getulio Vargas Foundation (FGV) - EPGE
Downloads 189 (203,822)
Citation 3

Abstract:

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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

Posted: 15 Aug 2002
Frank H. Page and Paulo Klinger Monteiro
Systemic Risk Centre, LSE and Getulio Vargas Foundation (FGV) - EPGE

Abstract:

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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

Number of pages: 36 Posted: 16 Mar 2005
Frank H. Page and Myrna H. Wooders
Systemic Risk Centre, LSE and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 133 (273,052)
Citation 10

Abstract:

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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 Systemic Risk Centre, LSE
Downloads 107 (319,239)

Abstract:

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Arbitrage, Asset market equilibrium, Nonsatiation, Recession cones

6.

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 100 (333,895)
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

7.

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
Systemic Risk Centre, LSE and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 96 (342,761)
Citation 15

Abstract:

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

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
Systemic Risk Centre, LSE and Getulio Vargas Foundation (FGV) - EPGE
Downloads 76 (394,837)

Abstract:

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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
Systemic Risk Centre, LSE and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 71 (410,017)
Citation 4

Abstract:

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

10.

Supernetworks and Systemic Risk

Number of pages: 34 Posted: 31 Jan 2016
Frank H. Page
Systemic Risk Centre, LSE
Downloads 60 (447,070)

Abstract:

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

11.

Agenda Networks and Farsightedly Stable Agenda Formation

Number of pages: 12 Posted: 19 May 2005
Sami F. Dakhlia and Frank H. Page
University of Tennessee, Chattanooga - Department of Finance and Systemic Risk Centre, LSE
Downloads 49 (489,819)

Abstract:

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Agenda Formation, Directed Networks, Farsighted Stability

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 Systemic Risk Centre, LSE
Downloads 46 (502,889)

Abstract:

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Social Networks, Oligopoly Pricing, Collusion, Market Sharing Agreements

13.

Arbitrage and Global Cones: Another Counterexample

Posted: 03 Mar 1999
Getulio Vargas Foundation (FGV) - EPGE, Systemic Risk Centre, LSE and Vanderbilt University - College of Arts and Science - Department of Economics

Abstract:

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