Stability analysis of financial contagion due to overlapping portfolios
Year of publication: |
2014
|
---|---|
Authors: | Caccioli, Fabio ; Shrestha, Munik ; Moore, Cristopher ; Farmer, J. Doyne |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 46.2014, C, p. 233-245
|
Publisher: |
Elsevier |
Subject: | Systemic risk | Network models | Contagion |
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