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Publications of Frank Page

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Discussion Papers

Systemic Risk and the Dynamics of Temporary Financial Networks

This paper has two main objectives: first, to provide a formal definition of endogenous systemic risk that is firmly grounded in equilibrium dynamics...

August 2016
DP 62
Rui Gong
Frank Page

Discussion Papers

On K-Class Discounted Stochastic Games

For a discounted stochastic game with an uncountable state space and compact metric action spaces, we show that if the measurable-selection-valued...

August 2016
DP 61
Frank Page

Discussion Papers

Stationary Markov Equilibria for Approximable Discounted Stochastic Games

We identify a new class of uncountable-compact discounted stochastic games for which existence of stationary Markov equilibria can be established and...

August 2016
DP 60
Frank Page

Discussion Papers

Incentive Compatible Networks and the Delegated Networking Principle

We construct a model of a principal-agent game of network formation (over layered networks) with asymmetric information and we consider the following...

February 2016
DP 56
Rui Gong
Jieshuang He
Frank Page

Discussion Papers

Shadow Banks and Systemic Risks

We answer the following question: Does regulating the banking network increase systemic risk in the entire financial network in the presence of...

February 2016
DP 55
Rui Gong
Frank Page

Discussion Papers

Parameterized Games, Minimal Nash Correspondences, and Connectedness

Economics and game theory are replete with examples of parameterized games. We show that all minimal Nash payoff USCOs belonging to the Nash...

September 2015
DP 45
Frank Page

Discussion Papers

Stationary Markov Equilibria for K-Class Discounted Stochastic Games

For a discounted stochastic game with an uncountable state space and compact metric action spaces, we show that if the measurable-selection-valued...

September 2015
DP 44
Frank Page

Discussion Papers

A Fixed Point Theorem for Measurable-Selection-Valued Correspondences Arising in Game Theory

We establish a new fixed point result for measurable-selection-valued correspondences with nonconvex and possibly disconnected values arising from the...

September 2015
DP 43
Frank Page

Discussion Papers

Endogenous Correlated Network Dynamics

We model the structure and strategy of social interactions prevailing at any point in time as a directed network and we address the following open...

June 2015
DP 39
Rui Gong
Frank Page
Myrna Wooders

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