The framework of systemic risk related to contagion,...

The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network

Ren, Xuemin, Yuan, George X., Jiang, Lishang
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Volume:
1
Language:
english
Journal:
Journal of Financial Engineering
DOI:
10.1142/S2345768614500044
Date:
March, 2014
File:
PDF, 222 KB
english, 2014
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