FINANCIAL CONTAGION IN A STOCHASTIC BLOCK MODEL
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Publication:5854323
DOI10.1142/S0219024920500533zbMath1459.91216arXiv1803.08169OpenAlexW3098728137MaRDI QIDQ5854323
Daniel Ritter, Nils Detering, Thilo Meyer-Brandis, Konstantinos D. Panagiotou
Publication date: 16 March 2021
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.08169
stochastic block modeldirected random graphssystemic riskfinancial contagioninhomogeneous random graphscore-peripheryweighted random graphsassortative random graphscounterparty-dependent exposures
Related Items (4)
Clustering heterogeneous financial networks ⋮ Managing Default Contagion in Inhomogeneous Financial Networks ⋮ Financial Asset Bubbles in Banking Networks ⋮ Suffocating Fire Sales
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