Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Business and International Management
Link
http://link.springer.com/content/pdf/10.1007/s11403-019-00277-y.pdf
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4. Biagini F, Mazzon A, Meyer-Brandis T (2019b) Financial asset bubbles in banking networks. SIAM J Financ Math 10(2):430–465
5. Caccioli F, Catanach TA, Farmer JD (2012) Heterogeneity, correlations and financial contagion. Adv Complex Syst 15(Supp02):1250058
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