A framework for analyzing contagion in assortative banking networks

We introduce a probabilistic framework that represents stylized banking networks with the aim of predicting the size of contagion events. Most previous work on random financial networks assumes independent connections between banks, whereas our framework explicitly allows for (dis)assortative edge p...

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Detalles Bibliográficos
Autores principales: Hurd, Thomas R., Gleeson, James P., Melnik, Sergey
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2017
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5322905/
https://www.ncbi.nlm.nih.gov/pubmed/28231324
http://dx.doi.org/10.1371/journal.pone.0170579

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5322905/
https://www.ncbi.nlm.nih.gov/pubmed/28231324
http://dx.doi.org/10.1371/journal.pone.0170579

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