Heterogeneity, correlations and financial contagion
We consider a model of contagion in financial networks recently introduced in the literature, and we characterize the effect of a few features empirically observed in real networks on the stability of the system. Notably, we consider the effect of heterogeneous degree distributions, heterogeneous ba...
| Autors principals: | , , |
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| Format: | Journal article |
| Publicat: |
2011
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