Abstract
The dynamics of default contagion is modeled in terms of adaptively coupled stochastic measures of financial health
Original language | English |
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Pages (from-to) | 1217-1227 |
Number of pages | 11 |
Journal | Quantitative Finance |
Volume | 22 |
Issue number | 7 |
Early online date | Apr 2022 |
DOIs | |
Publication status | Published - 3 Jul 2022 |
Externally published | Yes |
Keywords
- Systemic risk
- Network models
- Stability
- Leverage