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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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| Publicado no: | PLoS One |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science
2017
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5322905/ https://ncbi.nlm.nih.gov/pubmed/28231324 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0170579 |
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