The DOI matches its Crossref record; 34 of the 34 references it cites were found in a registry or an index.
Stability analysis of financial contagion due to overlapping portfolios
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Citations
Cites
Market Liquidity and Funding Liquidity
Brunnermeier, M. K., & Pedersen, L. H. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhn098 · Cited by 4,835
A simple model of global cascades on random networks
Watts, D. J. (2002) · Proceedings of the National Academy of Sciences · doi:10.1073/pnas.082090499 · Cited by 2,673
Adrian, T., & Shin, H. S. (2010) · Journal of Financial Intermediation · doi:10.1016/j.jfi.2008.12.002 · Cited by 2,527
Critical phenomena in complex networks
Dorogovtsev, S. N., Goltsev, A. V., & Mendes, J. F. F. (2008) · Reviews of Modern Physics · doi:10.1103/revmodphys.80.1275 · Cited by 2,220
Systemic risk in banking ecosystems
Haldane, A. G., & May, R. M. (2011) · Nature · doi:10.1038/nature09659 · Cited by 1,480
Contagion in financial networks
Gai, P., & Kapadia, S. (2010) · Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences · doi:10.1098/rspa.2009.0410 · Cited by 1,163
Cifuentes, R., Ferrucci, G., & Shin, H. S. (2005) · Journal of the European Economic Association · doi:10.1162/jeea.2005.3.2-3.556 · Cited by 862
Complexity, concentration and contagion
Gai, P., Haldane, A., & Kapadia, S. (2011) · Journal of Monetary Economics · doi:10.1016/j.jmoneco.2011.05.005 · Cited by 821
Network models and financial stability
Nier, E., Yang, J., Yorulmazer, T., & Alentorn, A. (2007) · Journal of Economic Dynamics and Control · doi:10.1016/j.jedc.2007.01.014 · Cited by 819
Market force, ecology and evolution
Farmer, J. D. (2002) · Industrial and Corporate Change · doi:10.1093/icc/11.5.895 · Cited by 459
Self-citation
Cited by
Climate risk and financial stability in the network of banks and investment funds
Roncoroni, A., Battiston, S., Escobar-Farfán, L. O. L., & Martinez-Jaramillo, S. (2021) · Journal of Financial Stability · doi:10.1016/j.jfs.2021.100870 · Cited by 331
The physics of financial networks
Bardoscia, M., Barucca, P., Battiston, S., Caccioli, F., Cimini, G., Garlaschelli, D., Saracco, F., Squartini, T., & Caldarelli, G. (2021) · Nature Reviews Physics · doi:10.1038/s42254-021-00322-5 · Cited by 281
Self-citationHow vulnerable are interconnected portfolios of South African banks?
Koziol, T. (2022) · South African Journal of Science · doi:10.17159/sajs.2022/10995 · Cited by 3
Metadata
- Authors
- Caccioli, F., Shrestha, M., Moore, C., & Farmer, J. D.
- Venue
- Journal of Banking & Finance
- Publisher
- Elsevier BV
- Published
- 2014-09
- Volume
- 46
- Pages
- 233-245
- ISSN
- 0378-4266 (ISSN-L)
- OpenAlex
- W2047098017
- Cited by
- 383
- References
- 34
- FWCI
- 56.85
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Stability analysis of financial contagion due to overlapping portfolios. https://app.cochat.ai/papers/10.1016/j.jbankfin.2014.05.021
- The paper
- Caccioli, F., Shrestha, M., Moore, C., & Farmer, J. D. (2014). Stability analysis of financial contagion due to overlapping portfolios. Journal of Banking & Finance. https://doi.org/10.1016/j.jbankfin.2014.05.021
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
