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This work explores the characteristics of financial contagion in networks whose links distributions approaches a power law, using a model that defines banks balance sheets from information of network connectivity. By varying the parameters for the cr
Externí odkaz:
http://arxiv.org/abs/1410.2549
Publikováno v:
In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena July 2016 88:235-243
Publikováno v:
Emerging Markets Finance & Trade, 2015 Nov 01. 51, S27-S41.
Externí odkaz:
https://www.jstor.org/stable/26752450