Contagion in an interacting economy
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Publication:3302210
DOI10.1088/1742-5468/2015/03/P03008zbMath1457.91404arXiv1409.2625OpenAlexW3100021790MaRDI QIDQ3302210
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.2625
Small world graphs, complex networks (graph-theoretic aspects) (05C82) Exactly solvable models; Bethe ansatz (82B23) Credit risk (91G40)
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Cites Work
- On Cox processes and credit risky securities
- Overlapping portfolios, contagion, and financial stability
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- Emergence of Scaling in Random Networks
- Parallel dynamics of disordered Ising spin systems on finitely connected random graphs
- Effects of economic interactions on credit risk
- Contagion in financial networks
- Information, Physics, and Computation
- Parallel dynamics of disordered Ising spin systems on finitely connected directed random graphs with arbitrary degree distributions
- A simple model of global cascades on random networks
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