Concepedia

Default Cascade Models

Default Cascade Models is a systemic risk modeling framework that captures the propagation of financial distress through interconnected institutions by specifying how initial defaults can trigger successive defaults via direct exposure and market-mediated feedback mechanisms.

44

Publications

5K

Citations

96

Authors

82

Institutions

Publications per year

2017–2026

7

Parents

Publications

44

Financial Networks and Contagion

Matthew Elliott, Benjamin Golub, Matthew O. Jackson · American Economic Review · 2014 · 1.2K citations

, , +17

Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk

Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati et al. · Journal of Economic Dynamics and Control · 2012 · 748 citations · Full text

, , +17

Cascade Models of Synaptically Stored Memories

Stefano Fusi, Patrick J. Drew, L. F. Abbott · Neuron · 2005 · 583 citations · Full text

, , +14

Default cascades: When does risk diversification increase stability?

Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati et al. · Journal of Financial Stability · 2012 · 284 citations · Full text

, , +17

RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS

Mathematical Finance · 2013 · 242 citations · Full text

, , +17

1–5 of 44

Authors

96

  1. SB
    Stefano Battiston

    University of Zurich, Switzerland

    6 publications · 1.4K citations

    6

    h-index

  2. JE
    Joseph E. Stiglitz

    Columbia University, United States

    4 publications · 1.1K citations

    4

    h-index

  3. BG
    Bruce Greenwald

    Columbia University, United States

    4 publications · 1.1K citations

    4

    h-index

  4. AM
    Andreea Minca

    Cornell University, United States

    4 publications · 177 citations

    4

    h-index

  5. DD
    Domenico Delli Gatti

    Università Cattolica del Sacro Cuore, Italy

    4 publications · 1.1K citations

    4

    h-index

1–5 of 96

Institutions

82

  1. Columbia University

    New York, United States

    7 h-index

    12 publications

    2.5K citations

  2. Cornell University

    Ithaca, United States

    6 h-index

    6 publications

    436 citations

  3. ETH Zurich

    Zurich, Switzerland

    5 h-index

    5 publications

    1.2K citations

  4. Banque de France

    Paris, France

    4 h-index

    5 publications

    355 citations

  5. Università Cattolica del Sacro Cuore

    Milan, Italy

    4 h-index

    4 publications

    1.1K citations

  6. European Central Bank

    Frankfurt am Main, Germany

    4 h-index

    8 publications

    837 citations

  7. Marche Polytechnic University

    Ancona, Italy

    4 h-index

    4 publications

    1.1K citations

  8. Centre for Economic Policy Research

    London, United Kingdom

    3 h-index

    4 publications

    351 citations

1–8 of 82

Venues

  1. SSRN Electronic Journal

    Repository · 15 publications · 729 citations

    14

    h-index

  2. Operations Research

    2 publications · 156 citations

    2

    h-index

  3. PLoS ONE

    2 publications · 245 citations

    2

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 2 publications · 46 citations

    2

    h-index

  5. Neuron

    1 publications · 583 citations

    1

    h-index

1–5