On the public citation graph

Asset Pricing in Network Economies with Systemic Risk

https://doi.org/10.2139/ssrn.3074012
0 signed · 74 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1006/redy.1998.0028openalex-extracted
Cyclicality and Sectoral Linkages: Aggregate Fluctuations from Independent Sectoral Shocks
inferredcites →https://doi.org/10.1007/978-1-4684-9455-6_4openalex-extracted
Properties of Markov Chains
inferredcites →https://doi.org/10.1007/s00440-014-0611-7openalex-extracted
Exponential convergence to quasi-stationary distribution and $$Q$$-process
inferredcites →https://doi.org/10.1007/s11464-010-0067-8openalex-extracted
Eigentime identity for asymmetric finite Markov chains
inferredcites →https://doi.org/10.1016/0022-0531(76)90046-6openalex-extracted
The arbitrage theory of capital asset pricing
inferredcites →https://doi.org/10.1016/0167-2231(77)90002-1openalex-extracted
Understanding business cycles
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-extracted
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/j.jfineco.2005.05.012openalex-extracted
The conditional CAPM does not explain asset-pricing anomalies☆
inferredcites →https://doi.org/10.1016/j.jfineco.2010.05.003openalex-extracted
Habit formation, the cross section of stock returns and the cash-flow risk puzzle
inferredcites →https://doi.org/10.1016/j.jfineco.2011.01.011openalex-extracted
Corporate bond default risk: A 150-year perspective
inferredcites →https://doi.org/10.1016/j.jfineco.2015.09.010openalex-extracted
The common factor in idiosyncratic volatility: Quantitative asset pricing implications
inferredcites →https://doi.org/10.1016/j.jinteco.2019.103276openalex-extracted
Volatility in the small and in the large: The lack of diversification in international trade
inferredcites →https://doi.org/10.1016/s0304-3932(98)00057-9openalex-extracted
Aggregation and irrelevance in multi-sector models
inferredcites →https://doi.org/10.1016/s0304-3932(99)00044-6openalex-extracted
Sectoral shocks and aggregate fluctuations
inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/261128openalex-extracted
Real Business Cycles
inferredcites →https://doi.org/10.1086/262072openalex-extracted
Credit Cycles
inferredcites →https://doi.org/10.1086/710345openalex-extracted
Firm Volatility in Granular Networks
inferredcites →https://doi.org/10.1093/oxfordhb/9780199948277.013.18openalex-extracted
Financial Contagion in Networks
inferredcites →https://doi.org/10.1093/qje/qjw018openalex-extracted
Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks *
inferredcites →https://doi.org/10.1093/rfs/hhv022openalex-extracted
On Bounding Credit-Event Risk Premia
inferredcites →https://doi.org/10.1109/focs.2011.38openalex-extracted
Which Networks are Least Susceptible to Cascading Failures?
inferredcites →https://doi.org/10.1109/tnet.2008.925623openalex-extracted
Virus Spread in Networks
inferredcites →https://doi.org/10.1111/0022-1082.00046openalex-extracted
Is the Risk of Bankruptcy a Systematic Risk?
inferredcites →https://doi.org/10.1111/j.0960-1627.2005.00208.xopenalex-extracted
DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04626.xopenalex-extracted
Structural and Return Characteristics of Small and Large Firms
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05201.xopenalex-extracted
The Conditional CAPM and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00836.xopenalex-extracted
The Cross‐Section of Volatility and Expected Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01379.xopenalex-extracted
Economic Links and Predictable Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01671.xopenalex-extracted
Presidential Address: Discount Rates
inferredcites →https://doi.org/10.1111/jofi.12122openalex-extracted
The Importance of Industry Links in Merger Waves
inferredcites →https://doi.org/10.1111/jofi.12404openalex-extracted
Misspecified Recovery
inferredcites →https://doi.org/10.1111/jofi.12684openalex-extracted
Networks in Production: Asset Pricing Implications
inferredcites →https://doi.org/10.1111/mafi.12074openalex-extracted
OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK
inferredcites →https://doi.org/10.1145/1993574.1993576openalex-extracted
Network formation in the presence of contagious risk
inferredcites →https://doi.org/10.1145/324133.324140openalex-extracted
Authoritative sources in a hyperlinked environment
inferredcites →https://doi.org/10.1214/09-aap614openalex-extracted
Interacting multi-class transmissions in large stochastic networks
inferredcites →https://doi.org/10.1214/18-aihp948openalex-extracted
On time scales and quasi-stationary distributions for multitype birth-and-death processes
inferredcites →https://doi.org/10.1257/aer.102.3.402openalex-extracted
Sustaining Production Chains through Financial Linkages
inferredcites →https://doi.org/10.1257/aer.104.10.3115openalex-extracted
Financial Networks and Contagion
inferredcites →https://doi.org/10.1257/aer.104.2.379openalex-extracted
A Macroeconomic Model with a Financial Sector
inferredcites →https://doi.org/10.1257/aer.20130456openalex-extracted
Systemic Risk and Stability in Financial Networks
inferredcites →https://doi.org/10.1287/mnsc.2016.2460openalex-extracted
Systemic Influences on Optimal Equity-Credit Investment
inferredcites →https://doi.org/10.2139/ssrn.1947096openalex-extracted
The Network Origins of Aggregate Fluctuations
inferredcites →https://doi.org/10.2139/ssrn.2024483openalex-extracted
Dynamic Networks and Asset Pricing
inferredcites →https://doi.org/10.2139/ssrn.2133385openalex-extracted
Intermediary Leverage Cycles and Financial Stability
inferredcites →https://doi.org/10.2139/ssrn.2211345openalex-extracted
Systemic Risk and Stability in Financial Networks
inferredcites →https://doi.org/10.2139/ssrn.2342645openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.249452openalex-extracted
Default Risk and Diversification: Theory and Empirical Implications
inferredcites →https://doi.org/10.2139/ssrn.2557814openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2615074openalex-extracted
Networks in Production: Asset Pricing Implications
inferredcites →https://doi.org/10.2139/ssrn.2962695openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.343openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.441341openalex-extracted
The Conditional CAPM Does Not Explain Asset-Pricing Anomalies
inferredcites →https://doi.org/10.2307/1912276openalex-extracted
Funds, Factors, and Diversification in Arbitrage Pricing Models
inferredcites →https://doi.org/10.2307/2329081openalex-extracted
Dynamic Asset Pricing Theory.
inferredcites →https://doi.org/10.2307/2951493openalex-extracted
Learning, Local Interaction, and Coordination
inferredcites →https://doi.org/10.3386/w25113openalex-extracted
Cross-sectional Skewness
inferredcites →https://doi.org/10.3386/w26565openalex-extracted
Skewed Business Cycles
inferredcites →https://doi.org/10.3386/w28654openalex-extracted
Repricing Avalanches
inferredcites →https://doi.org/10.3386/w30841openalex-extracted
Feedback and Contagion through Distressed Competition
inferredcites →https://doi.org/10.3982/ecta12148openalex-extracted
Trade Credit and the Propagation of Corporate Failure: An Empirical Analysis
inferredcites →https://doi.org/10.3982/ecta15280openalex-extracted
Cascading Failures in Production Networks
inferredcites →https://doi.org/10.3982/ecta8446openalex-extracted
The Lucas Orchard
inferredcites →https://doi.org/10.3982/ecta8769openalex-extracted
The Granular Origins of Aggregate Fluctuations
inferredcites →https://doi.org/10.3982/ecta9623openalex-extracted
The Network Origins of Aggregate Fluctuations
inferredcites →https://doi.org/10.5555/314613.315045openalex-extracted
Authoritative sources in a hyperlinked environment
inferredcites →https://doi.org/10.7916/d8rb72jzopenalex-extracted
Self-Organized Criticality and Economic Fluctuations
inferredcites →https://doi.org/10.1007/s00440-016-0742-0openalex-snapshot
Extinction time for the contact process on general graphs
inferredcites →https://doi.org/10.1093/qje/qjz024openalex-snapshot
Industrial Policies in Production Networks
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01613.xopenalex-snapshot
Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.3240484openalex-extracted
Idiosyncratic Volatility Puzzle: The Role of Assets' Interconnections
inferred← citeshttps://doi.org/10.1016/j.iref.2022.11.002openalex-snapshot
The Impact of Network Connectivity on Factor Exposures, Asset Pricing and Portfolio Diversification
inferred← citeshttps://doi.org/10.22495/rgcv9i3p6openalex-snapshot
Firm returns and network centrality
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.