Bank liquidity and the propagation of uncertainty in the U.S.
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DOI: 10.1016/j.frl.2021.102467
Abstract: Abstract Does the banking sector matter for the propagation of uncertainty? We apply local projections to study the dynamic response of U.S. real GDP to exogenous changes in uncertainty conditional on the liquidity of the… read more here.
Keywords: propagation uncertainty; uncertainty; bank liquidity; finance ... See more keywords
Fortification Against Cascade Propagation Under Uncertainty
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DOI: 10.1287/ijoc.2020.0992
Abstract: Network cascades represent a number of real-life applications: social influence, electrical grid failures, viral spread, and so on. The commonality between these phenomena is that they begin from a... read more here.
Keywords: cascade propagation; fortification cascade; propagation uncertainty;