Reconstructing and stress testing credit networks
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Publication:2291807
DOI10.1016/j.jedc.2019.103817OpenAlexW3125965681WikidataQ126620906 ScholiaQ126620906MaRDI QIDQ2291807
Amanah Ramadiah, Daniel Fricke, Fabio Caccioli
Publication date: 31 January 2020
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://www.esrb.europa.eu//pub/pdf/wp/esrb.wp84.en.pdf
Related Items (4)
Backtesting macroprudential stress tests ⋮ Contagion accounting in stress-testing ⋮ Fair immunization and network topology of complex financial ecosystems ⋮ Systemic risk of portfolio diversification
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