Concepedia

Default Cascades

Default Cascades is a theoretical framework in financial economics that models the sequential propagation of insolvency events across interconnected institutions, distinguished by its focus on systemic risk transmission through networked debt obligations.

58

Publications

6.3K

Citations

99

Authors

88

Institutions

Publications per year

2017–2026

11

Parents

Publications

58

Financial Networks and Contagion

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

, , +17

Network models and financial stability

Erlend Nier, Jing Yang, Tanju Yorulmazer et al. · Journal of Economic Dynamics and Control · 2007 · 839 citations

, , +14

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

Credit chains and bankruptcy propagation in production networks

Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati et al. · Journal of Economic Dynamics and Control · 2007 · 327 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

1–5 of 58

Authors

99

  1. SB
    Stefano Battiston

    University of Zurich, Switzerland

    8 publications · 1.8K citations

    8

    h-index

  2. BG
    Bruce Greenwald

    Columbia University, United States

    6 publications · 1.5K citations

    6

    h-index

  3. JE
    Joseph E. Stiglitz

    Columbia University, United States

    6 publications · 1.5K citations

    6

    h-index

  4. DD
    Domenico Delli Gatti

    Università Cattolica del Sacro Cuore, Italy

    6 publications · 1.5K citations

    6

    h-index

  5. AM
    Andreea Minca

    Cornell University, United States

    6 publications · 371 citations

    6

    h-index

1–5 of 99

Institutions

88

  1. Columbia University

    New York, United States

    10 h-index

    17 publications

    3.4K citations

  2. Marche Polytechnic University

    Ancona, Italy

    8 h-index

    10 publications

    1.8K citations

  3. ETH Zurich

    Zurich, Switzerland

    7 h-index

    8 publications

    1.7K citations

  4. Cornell University

    Ithaca, United States

    6 h-index

    6 publications

    436 citations

  5. Università Cattolica del Sacro Cuore

    Milan, Italy

    5 h-index

    5 publications

    1.2K citations

  6. University of Milan

    Milan, Italy

    4 h-index

    4 publications

    1.4K citations

  7. Laboratoire de Probabilités et Modèles Aléatoires

    Paris, France

    4 h-index

    6 publications

    668 citations

  8. Centre National de la Recherche Scientifique

    Paris, France

    4 h-index

    5 publications

    577 citations

1–8 of 88

Venues

  1. SSRN Electronic Journal

    Repository · 15 publications · 708 citations

    13

    h-index

  2. Journal of Economic Dynamics and Control

    4 publications · 2K citations

    4

    h-index

  3. PLoS ONE

    3 publications · 270 citations

    3

    h-index

  4. Journal of Financial Stability

    2 publications · 418 citations

    2

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 2 publications · 46 citations

    2

    h-index

1–5