Equilibria and Systemic Risk in Saturated Networks

References

• [1] Acemoglu D, Ozdaglar A, Tahbaz-Salehi A (2015) Systemic risk and stability in financial networks. Amer. Econom. Rev. 105(2):564–608.Crossref, Google Scholar
• [2] Acemoglu D, Ozdaglar A, Tahbaz-Salehi A (2016) Networks, shocks and systemic risk. The Oxford Handbook on the Economics of Networks (Oxford University Press, Oxford, UK), 569–607.Google Scholar
• [3] Acemoglu D, Carvalho V, Ozdaglar A, Tahbaz-Salehi A (2012) The network origins of aggregate fluctuations. Econometrica 80(5):1977–2016.Crossref, Google Scholar
• [4] Adler J (1991) Bootstrap percolation. Phys. A 171(3):453–470.Crossref, Google Scholar
• [5] Allen F, Gale D (2000) Financial contagion. J. Political Econom. 108(1):1–33.Crossref, Google Scholar
• [6] Allouch N (2015) On the private provision of public goods on networks. J. Econom. Theory 157(2012.040):527–552.Crossref, Google Scholar
• [7] Ballester C, Calvó-Armengol A, Zenou Y (2006) Who’s who in networks. Wanted: The key player. Econometrica 74(5):1403–1417.Crossref, Google Scholar
• [8] Belhaj M, Bramoullé Y, Deroïan F (2014) Network games under strategic complementarities. Games Econom. Behav. 88:310–319.Crossref, Google Scholar
• [9] Berman A, Plemmons R (1994) Nonnegative Matrices in the Mathematical Sciences (SIAM, Philadelphia).Crossref, Google Scholar
• [10] Bonacich P (1987) Power and centrality: A family of measures. Amer. J. Sociol. 92(5):1170–1182.Crossref, Google Scholar
• [11] Bramoullé Y, Kranton R (2016) Games played on networks. Bramoullé Y, Galeotti A, Rogers BW, eds. The Oxford Handbook of the Economics of Network (Oxford University Press, Oxford, UK), 83–113.Crossref, Google Scholar
• [12] Bramoullé Y, Kranton R, D’Amours M (2014) Strategic interaction and networks. Amer. Econom. Rev. 104(3):898–930.Crossref, Google Scholar
• [13] Buldyrev SV, Parshani R, Paul G, Stanley HE, Havlin S (2010) Catastrophic cascade of failures in interdependent networks. Nature 464:1015–1028.Crossref, Google Scholar
• [14] Calvó-Armengol A, Patacchini E, Zenou Y (2009) Peer effects and social networks in education. Rev. Econom. Stud. 76:1239–1267.Crossref, Google Scholar
• [15] Como G, Savla K, Acemoglu D, Dahleh MA, Frazzoli E (2013) Robust distributed routing in dynamical networks-part II: Strong resilience, equilibrium selection and cascaded failures. IEEE Trans. Automated Control 58(2):333–348.Crossref, Google Scholar
• [16] Eisenberg L, Noe TH (2001) Systemic risk in financial networks. Management Sci. 47(2):237–249.Google Scholar
• [17] Galeotti A, Goyal S, Jackson M, Vega-Redondo F, Yariv L (2010) Network games. Rev. Econom. Stud. 77(1):218–244.Crossref, Google Scholar
• [18] Glasserman P, Young HP (2015) How likely is contagion in financial networks? J. Banking Finance 50:383–399.Crossref, Google Scholar
• [19] Haldane A, May R (2011) Systemic risk in banking ecosystems. Nature 469:351–355.Crossref, Google Scholar
• [20] Jackson MO, Zenou Y (2015) Games on networks. Handbook of Game Theory with Economic Applications (Elsevier, New York), 95–163.Google Scholar
• [21] Johnson CR, Nylen P (1991) Monotonicity properties of norms. Linear Algebra Appl. 148:43–58.Crossref, Google Scholar
• [22] Kennan J (2001) Uniqueness of positive fixed points for increasing concave functions on rn: An elementary result. Rev. Econom. Dynamics 4(4):893–899.Crossref, Google Scholar
• [23] Lim TC (2009) Nonexpansive matrices with applications to solutions of linear systems by fixed point iterations. Fixed Point Theory Appl. 2010(1):821928.Google Scholar
• [24] Liu M, Statum J (2010) Sensitivity analysis of the Eisenberg and Noe model of contagion. Oper. Res. Lett. 38(5):489–491.Crossref, Google Scholar
• [25] Massai L, Como G, Fagnani F (2020) Stability and phase transitions of dynamical flow networks with finite capacities. 21th IFAC World Congress, IFAC-Papers OnLine 53(2):2588–2593.Google Scholar
• [26] Milgrom P, Roberts J (1990) Rationalizability, learning, and equilibrium in games with strategic complementarities. Econometrica 58(6):1255–1277.Crossref, Google Scholar
• [27] Milgrom P, Shannon C (1994) Monotone comparative statics. Econometrica 62(1):157–180.Crossref, Google Scholar
• [28] Monderer D, Shapley L (1996) Potential games. Games Econom. Behav. 14:124–143.Crossref, Google Scholar
• [29] Ren X, Jiang L (2016) Mathematical modeling and analysis of insolvency contagion in an interbank network. Oper. Res. Lett. 44(6):779–783.Google Scholar
• [30] Rossi WS, Como G, Fagnani F (2019) Threshold models of cascades in large-scale networks. IEEE Trans. Network Sci. Engrg. 6(2):158–172.Crossref, Google Scholar
• [31] Roth AE (1984) The evolution of the labor market for medical interns and residents: A case study in game theory. J. Political Econom. 92(6):991–1016.Crossref, Google Scholar
• [32] Roth AE (1986) On the allocation of residents to rural hospitals: A general property of two-sided matching markets. Econometrica 54(2):425–427.Crossref, Google Scholar
• [33] Savla K, Como G, Dahleh MA (2014) Robust network routing under cascading failures. IEEE Trans. Network Sci. Engrg. 1(1):53–66.Crossref, Google Scholar
• [34] Topkins DM (1979) Equilibrium points in nonzero-sum n-person submodular games. SIAM J. Control Optim. 17(6):773–787.Crossref, Google Scholar
• [35] Topkins DM (1998) Supermodularity and Complementarity (Princeton University Press, Princeton, NJ).Google Scholar
• [36] Vives X (1990) Nash equilibrium with strategic complementarities. J. Math. Econom. 19:305–321.Crossref, Google Scholar
• [37] Watts D (2002) A simple model of global cascades on random networks. Proc. National Acad. Sci. USA 99(9):5766–5771.Crossref, Google Scholar
• [38] Young HP, Glasserman P (2015) Contagion in financial markets. Office Financial Res. 54:779–831.Google Scholar