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Asset Pricing in Network Economies with Systemic Risk

https://doi.org/10.2139/ssrn.3074012
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36/36 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 36 checked references that resolve
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The Cross‐Section of Volatility and Expected Returns
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On Bounding Credit-Event Risk Premia
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Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks *
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OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK
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Systemic Influences on Optimal Equity-Credit Investment
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resolves10.1111/j.1540-6261.2011.01671.x
Presidential Address: Discount Rates
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Economic Links and Predictable Returns
resolves10.1016/S0304-3932(98)00057-9
Aggregation and irrelevance in multi-sector models
resolves10.1016/0304-405X(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.1086/260061
Risk, Return, and Equilibrium: Empirical Tests
resolves10.3982/ECTA8769
The Granular Origins of Aggregate Fluctuations
resolves10.1016/j.jfineco.2011.01.011
Corporate bond default risk: A 150-year perspective
resolves10.1214/09-AAP614
Interacting multi-class transmissions in large stochastic networks
resolves10.1111/jofi.12684
Networks in Production: Asset Pricing Implications
resolves10.1016/j.jfineco.2015.09.010
The common factor in idiosyncratic volatility: Quantitative asset pricing implications
resolves10.1086/710345
Firm Volatility in Granular Networks
resolves10.1006/redy.1998.0028
Cyclicality and Sectoral Linkages: Aggregate Fluctuations from Independent Sectoral Shocks
resolves10.1016/S0304-3932(99)00044-6
Sectoral shocks and aggregate fluctuations
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Trade Credit and the Propagation of Corporate Failure: An Empirical Analysis
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The Conditional CAPM and the Cross‐Section of Expected Returns
resolves10.1111/j.0960-1627.2005.00208.x
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
resolves10.1086/262072
Credit Cycles
resolves10.1145/324133.324140
Authoritative sources in a hyperlinked environment
resolves10.1016/j.jinteco.2019.103276
Volatility in the small and in the large: The lack of diversification in international trade
resolves10.1016/j.jfineco.2005.05.012
The conditional CAPM does not explain asset-pricing anomalies☆
resolves10.1086/261128
Real Business Cycles
resolves10.1016/0167-2231(77)90002-1
Understanding business cycles
resolves10.3982/ECTA8446
The Lucas Orchard
resolves10.3386/w28654
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resolves10.1016/0022-0531(76)90046-6
The arbitrage theory of capital asset pricing
resolves10.3386/w26565
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The 10 references without a DOI — listed, not checked
no DOI — not checkedDeep value. forthcoming
no DOI — not checkedref9
no DOI — not checkedFeedback and contagion through distressed competition
no DOI — not checkedref15
no DOI — not checkedEigentime identity for asymmetric finite markov chains
no DOI — not checkedref18
no DOI — not checkedref19
no DOI — not checkedref25
no DOI — not checkedref35
no DOI — not checkedSelf-organized criticality and economic fluctuations
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