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DebtRank: A Microscopic Foundation for Shock Propagation

The DebtRank algorithm has been increasingly investigated as a method to estimate the impact of shocks in financial networks, as it overcomes the limitations of the traditional default-cascade approaches. Here we formulate a dynamical “microscopic” theory of instability for financial networks by ite...

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Bibliografski detalji
Izdano u:PLoS One
Glavni autori: Bardoscia, Marco, Battiston, Stefano, Caccioli, Fabio, Caldarelli, Guido
Format: Artigo
Jezik:Inglês
Izdano: Public Library of Science 2015
Teme:
Online pristup:https://ncbi.nlm.nih.gov/pmc/articles/PMC4475076/
https://ncbi.nlm.nih.gov/pubmed/26091013
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0130406
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