CACCIOLI, FABIO; CATANACH, THOMAS A.; FARMER, J. DOYNE - In: Advances in Complex Systems (ACS) 15 (2012) su, pp. 1250058-1
We consider a model of contagion in financial networks recently introduced in Gai, P. and Kapadia, S. [Contagion in …, heterogeneous balance sheet size and degree correlations between banks. We study the probability of contagion conditional on the … heterogeneous degree distributions are shown to be more resilient to contagion triggered by the failure of a random bank, but more …