JEL classification

Journal of Economic Literature Classification (10696) D - Microeconomics (2307) D8 - Information, Knowledge, and Uncertainty (632) D85 - Network Formation and Analysis: Theory (25)
Number of items at this level: 25.
Article
  • Accominotti, Olivier, Lucena-Piquero, Delio, Ugolini, Stefano (2023). Intermediaries’ substitutability and financial network resilience: a hyperstructure approach. Journal of Economic Dynamics and Control, 153, https://doi.org/10.1016/j.jedc.2023.104700 picture_as_pdf
  • Ahmad, Wasim, Chahal, Rishman Jot Kaur, Rais, Shirin (2022). Understanding the impact of the coronavirus outbreak on the economic integration of ASEAN countries. Asia and the Global Economy, 2(2). https://doi.org/10.1016/j.aglobe.2022.100040 picture_as_pdf
  • Amir, Gideon, Arieli, Itai, Ashkenazi-Golan, Galit, Peretz, Ron (2025). Granular DeGroot dynamics – a model for robust naive learning in social networks. Journal of Economic Theory, 223, https://doi.org/10.1016/j.jet.2024.105952 picture_as_pdf
  • Antoci, Angelo, Delfino, Alexia, Paglieri, Fabio, Panebianco, Fabrizio, Sabatini, Fabio (2016). Civility vs. incivility in online social interactions: an evolutionary approach. PLOS ONE, 11(11), e0164286. https://doi.org/10.1371/journal.pone.0164286
  • Babus, Ana, Kondor, Peter (2018). Trading and information diffusion in OTC markets. Econometrica, 86(5), 1727-1769. https://doi.org/10.3982/ECTA12043
  • Budish, Eric, Lewis-Pye, Andrew, Roughgarden, Tim (2024). The economic limits of permissionless consensus. ACM Transactions on Economics and Computation, 704 - 731. https://doi.org/10.1145/3670865.3673548 picture_as_pdf
  • Denbee, Edward, Julliard, Christian, Li, Ye, Yuan, Kathy (2021). Network risk and key players: a structural analysis of interbank liquidity. Journal of Financial Economics, 141(3), 831 - 859. https://doi.org/10.1016/j.jfineco.2021.05.010 picture_as_pdf
  • Elliott, Matthew, Georg, Co-Pierre, Hazell, Jonathon (2021). Systemic risk shifting in financial networks. Journal of Economic Theory, 191, p. 105157. https://doi.org/10.1016/j.jet.2020.105157 picture_as_pdf
  • Gandy, Axel, Veraart, Luitgard A. M. (2021). Compound poisson models for weighted networks with applications in finance. Mathematics and Financial Economics, 15(1), 131 - 153. https://doi.org/10.1007/s11579-020-00268-9 picture_as_pdf
  • Glasserman, Paul, Young, H. Peyton (2016). Contagion in financial networks. Journal of Economic Literature, 54(3), 779-831. https://doi.org/10.1257/jel.20151228
  • Husain, Tehreem, Buchnea, Emily (2024). Agents, brokerage and Argentinian railways 1880–1905. Business History, https://doi.org/10.1080/00076791.2024.2410871 picture_as_pdf
  • Julliard, Christian, Shi, Ran, Yuan, Kathy (2023). The spread of COVID-19 in London: network effects and optimal lockdowns. Journal of Econometrics, 235(2), 2125 - 2154. https://doi.org/10.1016/j.jeconom.2023.02.012 picture_as_pdf
  • Kabir, Selima Sara, Chowdhury, Amal, Smith, Julia, Morgan, Rosemary, Wenham, Clare, Rashid, Sabina Faiz (2023). A social cure for COVID-19: importance of networks in combatting socio-economic and emotional health challenges in informal settlements in Dhaka, Bangladesh. Social Sciences, 12(3). https://doi.org/10.3390/socsci12030127 picture_as_pdf
  • Nava, Francesco (2015). Efficiency in decentralized oligopolistic markets. Journal of Economic Theory, 157, 315-348. https://doi.org/10.1016/j.jet.2015.01.009
  • Nava, Francesco, Piccione, Michele (2014). Efficiency in repeated games with local interaction and uncertain local monitoring. Theoretical Economics, 9(1), 279-312. https://doi.org/10.3982/TE1200
  • Onuchic, Paula (2022). Informed intermediaries. Theoretical Economics, 17(1), 57-87. https://doi.org/10.3982/TE4072 picture_as_pdf
  • Paddrick, Mark, Young, H. Peyton (2021). How safe are central counterparties in credit default swap markets? Mathematics and Financial Economics, 15(1), 41 - 57. https://doi.org/10.1007/s11579-019-00243-z picture_as_pdf
  • Poledna, Sebastian, Martínez-Jaramillo, Serafín, Caccioli, Fabio, Thurner, Stefan (2021). Quantification of systemic risk from overlapping portfolios in the financial system. Journal of Financial Stability, 52, https://doi.org/10.1016/j.jfs.2020.100808 picture_as_pdf
  • Veraart, Luitgard A. M. (2020). Distress and default contagion in financial networks. Mathematical Finance, 30(3), 705 - 737. https://doi.org/10.1111/mafi.12247 picture_as_pdf
  • Veraart, Luitgard A. M. (2022). When does portfolio compression reduce systemic risk? Mathematical Finance, 32(3), 727 - 778. https://doi.org/10.1111/mafi.12346 picture_as_pdf
    • Working paper
  • Babus, Ana, Kondor, Peter (2018). Trading and information diffusion in over-the-counter markets. (Financial Markets Group Discussion Papers 777). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Bernard, Andrew B., Moxnes, Andreas, Saito, Yukiko U. (2016). Production networks, geography and firm performance. (CEP Discussion Paper 1435). London School of Economics and Political Science. Centre for Economic Performance.
  • Etesami, Jalal, Habibnia, Ali, Kiyavash, Negar (2017). Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. (Systemic Risk Centre Discussion Papers 66). Systemic Risk Centre, The London School of Economics and Political Science.
  • Gong, Rui, Page, Frank (2016). Shadow banks and systemic risks. (Systemic Risk Centre Discussion Papers 55). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Julliard, Christian, Shi, Ran, Yuan, Kathy (2020). The spread of COVID-19 in London: network effects and optimal lockdowns. (Systemic Risk Centre Discussion Papers 104). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf