Volume 15, Issue 1

January 2021

Special Issue: Systemic Risk and Financial Networks

Issue Editors:

8 articles in this issue

Preface to the special issue on systemic risk and financial networks
Agostino Capponi
Robert Jarrow
EditorialNotes 09 January 2021 Pages: 1 - 3
Asset price bubbles, market liquidity, and systemic risk
Robert Jarrow
Sujan Lamichhane
OriginalPaper 03 September 2019 Pages: 5 - 40
How safe are central counterparties in credit default swap markets?
Mark Paddrik
H. Peyton Young
OriginalPaper 09 March 2020 Pages: 41 - 57
An integrated model for fire sales and default contagion
Nils Detering
Thilo Meyer-Brandis
Daniel Ritter
OriginalPaper Open access 27 June 2020 Pages: 59 - 101
An optimization model for minimizing systemic risk
Rosella Castellano
Roy Cerqueti
Rosanna Grassi
OriginalPaper 12 September 2020 Pages: 103 - 129
Compound Poisson models for weighted networks with applications in finance
Axel Gandy
Luitgard A. M. Veraart
OriginalPaper Open access 29 May 2020 Pages: 131 - 153
Dual representations for systemic risk measures based on acceptance sets
Maria Arduca
Pablo Koch-Medina
Cosimo Munari
OriginalPaper 21 November 2019 Pages: 155 - 184
Systemic credit freezes in financial lending networks
Daron Acemoglu
Asuman Ozdaglar
Alireza Tahbaz-Salehi
OriginalPaper 01 July 2020 Pages: 185 - 232

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