University of Limerick Institutional Repository

Browsing Centres Science and Engineering by Author "Natural Sciences and Engineering Research Council of Canada"

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Browsing Centres Science and Engineering by Author "Natural Sciences and Engineering Research Council of Canada"

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  • Hurd, Thomas R; Cellai, Davide; Melnik, Sergey; Shao, Quentin, H (2016)
    The scope of financial systemic risk research encompasses a wide range of interbank channels and effects, including asset correlation shocks, default contagion, illiquidity contagion, and asset fire sales. This paper ...
  • Hurd, Thomas R; Gleeson, James P.; Melnik, Sergey (Public Library of Science, 2017)
    We introduce a probabilistic framework that represents stylized banking networks with the aim of predicting the size of contagion events. Most previous work on random financial networks assumes independent connections ...

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