RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS
Author:
Affiliation:
1. Swiss Finance Institute École Polytechnique Fédérale de Lausanne
2. CNRS, Laboratoire de Probabilités et Modeles Aléatoires Université Paris VI
3. School of Operations Research and Information Engineering Cornell University
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12051
Reference37 articles.
1. Financial Contagion
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3. Bootstrap Percolation in Living Neural Networks
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5. Amini H. A.Minca andA.Sulem(2012b):Optimal Equity Infusions in Interbank Networks Preprint available athttp://ssrn.com/paper=2128476.
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