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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...
Guardat en:
| Publicat a: | Entropy (Basel) |
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| Autor principal: | |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI
2018
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7512889/ https://ncbi.nlm.nih.gov/pubmed/33265459 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e20050369 |
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