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Estimating risk propagation between interacting firms on inter-firm complex network

We derive a stochastic function of risk propagation empirically from comprehensive data of chain-reaction bankruptcy events in Japan from 2006 to 2015 over 5,000 pairs of firms. The probability is formulated by firm interaction between the pair of firms; it is proportional to the product of α-th pow...

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Bibliografiska uppgifter
I publikationen:PLoS One
Huvudupphovsmän: Goto, Hayato, Takayasu, Hideki, Takayasu, Misako
Materialtyp: Artigo
Språk:Inglês
Publicerad: Public Library of Science 2017
Ämnen:
Länkar:https://ncbi.nlm.nih.gov/pmc/articles/PMC5626445/
https://ncbi.nlm.nih.gov/pubmed/28972998
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0185712
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