Heterogeneity, correlations and financial contagion

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...

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Bibliografische gegevens
Hoofdauteurs:	Caccioli, F, Catanach, T, Farmer, J
Formaat:	Journal article
Gepubliceerd in:	2011

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