Distress Propagation in Complex Networks: The Case of Non-Linear DebtRank

We consider a dynamical model of distress propagation on complex networks, which we apply to the study of financial contagion in networks of banks connected to each other by direct exposures. The model that we consider is an extension of the DebtRank algorithm, recently introduced in the literature....

Descripción completa

Detalles Bibliográficos
Autores principales: Bardoscia, Marco, Caccioli, Fabio, Perotti, Juan Ignacio, Vivaldo, Gianna, Caldarelli, Guido
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2016
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5049783/
https://www.ncbi.nlm.nih.gov/pubmed/27701457
http://dx.doi.org/10.1371/journal.pone.0163825

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5049783/
https://www.ncbi.nlm.nih.gov/pubmed/27701457
http://dx.doi.org/10.1371/journal.pone.0163825

Ejemplares similares