메뉴 건너뛰기




Volumn 82, Issue 3-4, 2011, Pages 257-269

The Lehman Brothers effect and bankruptcy cascades

Author keywords

[No Author keywords available]

Indexed keywords

BENEFICIAL EFFECTS; CO-EVOLUTION; CREDIT RATINGS; ECONOMIC NETWORKS; FERROMAGNETIC PHASIS; FINANCIAL INSTITUTION; FINANCIAL SYSTEM; LEHMAN BROTHERS; SELF-ORGANIZED;

EID: 80052634340     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2011-10757-2     Document Type: Article
Times cited : (29)

References (45)
  • 1
    • 2442676693 scopus 로고    scopus 로고
    • Correlated default with incomplete information
    • DOI 10.1016/S0378-4266(03)00129-8, PII S0378426603001298
    • K. Giesecke 2004 J. Bank. Financ. 28 1521 10.1016/S0378-4266(03)00129-8 (Pubitemid 38670712)
    • (2004) Journal of Banking and Finance , vol.28 , Issue.7 , pp. 1521-1545
    • Giesecke, K.1
  • 2
    • 0035261932 scopus 로고    scopus 로고
    • 10.1287/mnsc.47.2.236.9835
    • L. Eisenberg T.H. Noe 2001 Manag. Sci. 47 236 10.1287/mnsc.47.2.236.9835
    • (2001) Manag. Sci. , vol.47 , pp. 236
    • Eisenberg, L.1    Noe, T.H.2
  • 6
  • 8
    • 84870803062 scopus 로고    scopus 로고
    • 2591887 2009EPJB.71.441L 1188.91151 10.1140/epjb/e2009-00347-4
    • J. Lorenz S. Battiston F. Schweitzer 2009 Eur. Phys. J. B 71 441 2591887 2009EPJB...71..441L 1188.91151 10.1140/epjb/e2009-00347-4
    • (2009) Eur. Phys. J. B , vol.71 , pp. 441
    • Lorenz, J.1    Battiston, S.2    Schweitzer, F.3
  • 11
    • 4544262887 scopus 로고    scopus 로고
    • 2004PhyA.342.639N 10.1016/j.physa.2004.05.062
    • P. Neu R. Kühn 2004 Physica A 342 639 2004PhyA..342..639N 10.1016/j.physa.2004.05.062
    • (2004) Physica A , vol.342 , pp. 639
    • Neu, P.1    Kühn, R.2
  • 12
  • 15
    • 79956137584 scopus 로고    scopus 로고
    • 2009EPJB.71.461S 10.1140/epjb/e2009-00322-1
    • P. Sieczka J.A. Holyst 2009 Eur. Phys. J. B 71 461 2009EPJB...71..461S 10.1140/epjb/e2009-00322-1
    • (2009) Eur. Phys. J. B , vol.71 , pp. 461
    • Sieczka, P.1    Holyst, J.A.2
  • 16
  • 22
    • 13844273189 scopus 로고    scopus 로고
    • Strategic complementarities and the twin crises
    • DOI 10.1111/j.1468-0297.2005.00993.x
    • I. Goldstein 2005 The Economic Journal 115 368 10.1111/j.1468-0297.2005. 00993.x (Pubitemid 40578966)
    • (2005) Economic Journal , vol.115 , Issue.503 , pp. 368-390
    • Goldstein, I.1
  • 25
    • 0002297105 scopus 로고
    • Conditional Logit Analysis and Qualitative Choice behavior
    • edited by P. Zarembka (New York, Academic Press)
    • D. McFadden, Conditional Logit Analysis and Qualitative Choice behavior, in Frontiers in Econometrics, edited by P. Zarembka (New York, Academic Press, 1974)
    • (1974) Frontiers in Econometrics
    • McFadden, D.1
  • 26
    • 0002500977 scopus 로고
    • Modelling the Choice of Residential Location
    • edited by A. Karlqvist et al. (New York, North-Holland Publishing Co.)
    • D. McFadden, Modelling the Choice of Residential Location, in Spatial Interaction Theory and Planning Models, edited by A. Karlqvist et al. (New York, North-Holland Publishing Co., 1978)
    • (1978) Spatial Interaction Theory and Planning Models
    • McFadden, D.1
  • 27
    • 33749461272 scopus 로고    scopus 로고
    • Long range Ising model for credit risk modeling
    • DOI 10.1063/1.2008607, MODELING COOPERATIVE BEHAVIOR IN THE SOCIAL SCIENCES: Eighth Granada Lectures
    • J. Molins, R. Vives, Long range Ising model for credit risk modeling, AIP Conference Proceedings (Institute of Physics, 2005), Vol. 779, pp. 156-161, http://arxiv.org/abs/cond-mat/0401378 (Pubitemid 44520423)
    • (2005) AIP Conference Proceedings , vol.779 , pp. 156-161
    • Molins, J.1    Vives, E.2
  • 28
    • 11644279337 scopus 로고
    • 148410 1963JMP.4.294G 0145.24003 10.1063/1.1703954
    • R.J. Glauber 1963 J. Math. Phys. 4 294 148410 1963JMP.....4..294G 0145.24003 10.1063/1.1703954
    • (1963) J. Math. Phys. , vol.4 , pp. 294
    • Glauber, R.J.1
  • 29
    • 3342933839 scopus 로고
    • 1981PhRvL.47.201G 10.1103/PhysRevLett.47.201
    • M. Gabay G. Toulouse 1981 Phys. Rev. Lett. 47 201 1981PhRvL..47..201G 10.1103/PhysRevLett.47.201
    • (1981) Phys. Rev. Lett. , vol.47 , pp. 201
    • Gabay, M.1    Toulouse, G.2
  • 31
    • 4444384303 scopus 로고
    • 1975PhRvL.35.1792S 10.1103/PhysRevLett.35.1792
    • D. Sherrington S. Kirkpatrick 1975 Phys. Rev. Lett. 35 1792 1975PhRvL..35.1792S 10.1103/PhysRevLett.35.1792
    • (1975) Phys. Rev. Lett. , vol.35 , pp. 1792
    • Sherrington, D.1    Kirkpatrick, S.2
  • 32
    • 0343884299 scopus 로고
    • 1987AmJPh.55.437A 10.1119/1.15128
    • P.K. Aravind 1987 Am. J. Phys. 55 437 1987AmJPh..55..437A 10.1119/1.15128
    • (1987) Am. J. Phys. , vol.55 , pp. 437
    • Aravind, P.K.1
  • 34
    • 0039629488 scopus 로고
    • 1985AmJPh.53.690D 10.1119/1.14286
    • J.R. Drugowich de 1985 Am. J. Phys. 53 690 1985AmJPh..53..690D 10.1119/1.14286
    • (1985) Am. J. Phys. , vol.53 , pp. 690
    • Drugowich De, J.R.1
  • 36
    • 0040815984 scopus 로고
    • 1983AmJPh.51.1016S 10.1119/1.13362
    • J. Sivardiere 1983 Am. J. Phys. 51 1016 1983AmJPh..51.1016S 10.1119/1.13362
    • (1983) Am. J. Phys. , vol.51 , pp. 1016
    • Sivardiere, J.1
  • 37
    • 0031510486 scopus 로고    scopus 로고
    • 1997AmJPh.65.567S 10.1119/1.18589
    • J. Sivardiere 1997 Am. J. Phys. 65 567 1997AmJPh..65..567S 10.1119/1.18589
    • (1997) Am. J. Phys. , vol.65 , pp. 567
    • Sivardiere, J.1
  • 38
  • 39
    • 0034272967 scopus 로고    scopus 로고
    • 2000PhyA.284.355S 10.1016/S0378-4371(00)00261-2
    • D. Sornette 2000 Physica A 284 355 2000PhyA..284..355S 10.1016/S0378-4371(00)00261-2
    • (2000) Physica A , vol.284 , pp. 355
    • Sornette, D.1
  • 40
    • 0003527126 scopus 로고    scopus 로고
    • Chaos, Fractals, Self-organization and Disorder: Concepts and Tools, 2nd edn. (Springer Series in Synergetics, Heidelberg
    • D. Sornette, Critical Phenomena in Natural Sciences, (Chaos, Fractals, Self-organization and Disorder: Concepts and Tools), 2nd edn. (Springer Series in Synergetics, Heidelberg, 2006)
    • (2006) Critical Phenomena in Natural Sciences
    • Sornette, D.1
  • 43
    • 0037133145 scopus 로고    scopus 로고
    • Predictability of catastrophic events: Material rupture, earthquakes, turbulence, financial crashes, and human birth
    • DOI 10.1073/pnas.022581999
    • D. Sornette, Predictability of catastrophic events: material rupture, earthquakes, turbulence, financial crashes and human birth, Proceedings of the National Academy of Sciences USA, 99 SUPP1 (2002), pp. 2522-2529 (Pubitemid 34165061)
    • (2002) Proceedings of the National Academy of Sciences of the United States of America , vol.99 , Issue.SUPPL. 1 , pp. 2522-2529
    • Sornette, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.