Systemic risk in the interbank market with overlapping portfolios and cross-ownership of the subordinated debts
Jiang, Shanshan, Fan, HongVolume:
562
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2020.125355
Date:
January, 2021
File:
PDF, 1.29 MB
2021