Study of the application of dimensional reduction methods to the propagation of credit shocks within an interbank network, modeled according to the DebtRank dynamics.
Dimensional reduction of solvency contagion dynamics on financial networks
gianmarco ricciardi;guido montagna;
2023-01-01
Abstract
Study of the application of dimensional reduction methods to the propagation of credit shocks within an interbank network, modeled according to the DebtRank dynamics.File in questo prodotto:
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