Overlapping portfolios, contagion, and financial stability

Journal of Economic Dynamics and Control

Volumn 51, Issue , 2015, Pages 50-63

  Caccioli, Fabio ^a,b   Farmer, J Doyne ^c,d   Foti, Nick ^c   Rockmore, Daniel ^c,e,f  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c SANTA FE INSTITUTE   (United States)

^d UNIVERSITY OF OXFORD   (United Kingdom)

^e Dartmouth College   (United States)

^f Lamont Doherty Earth Observatory   (United States)

Author keywords

Contagion; Network models; Systemic risk

Indexed keywords

EID: 84920261207     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2014.09.041     Document Type: Article

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