A model of the topology of the bank -- firm credit network and its role as channel of contagion
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Publication:1656782
DOI10.1016/j.jedc.2016.03.002zbMath1401.91412OpenAlexW2202813897MaRDI QIDQ1656782
Publication date: 10 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10234/160449
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Cites Work
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- ILLIQUIDITY COMPONENT OF CREDIT RISK - THE 2015 LAWRENCE R. KLEIN LECTURE
- Laplace transforms, Mellin transforms and mixed poisson processes
- Mixed Poisson Distributions
- Network topology of the interbank market
