Stability Analysis of Assessing Financial Contagion due to Overlapping Portfolios Risk Model based on Mont Carlo Simiulation
The financial contagion and the risk of overlapping portfolios arise from the interconnected relationships and interconnections between investment institutions and markets and can threaten the stability of the entire financial network. At first after presenting the model briefly, The comparison of t...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2019-09-01
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| Series: | مطالعات تجربی حسابداری مالی |
| Subjects: | |
| Online Access: | https://qjma.atu.ac.ir/article_10645_c2c7badfbb9c517fa4f87b84358f6b94.pdf |