Assessing interbank contagion using simulated networks (Q2438067): Difference between revisions

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+Emergence of Scaling in Random Networks
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+Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
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+On the distribution of the sum of \(n\) non-identically distributed uniform random variables
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+Systemic Risk in Financial Systems
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+Assessing interbank contagion using simulated networks
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+A network analysis of the Italian overnight money market
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+Network models and financial stability
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+VAR for VaR: measuring tail dependence using multivariate regression quantiles
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