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The Role of Entropy in Estimating Financial Network Default Impact
Agents in financial networks can simultaneously be both creditors and debtors, creating the possibility that a default may cause a subsequent default cascade. Resolution of unpayable debts in these situations will have a distributional impact. Using a relative entropy-based measure of the distributi...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2018
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512889/ https://www.ncbi.nlm.nih.gov/pubmed/33265459 http://dx.doi.org/10.3390/e20050369 |