Stability analysis of financial contagion due to overlapping portfolios

Journal of Banking and Finance

Volumn 46, Issue 1, 2014, Pages 233-245

  Caccioli, Fabio ^a,b   Shrestha, Munik ^b,c   Moore, Cristopher ^b,c   Farmer, J Doyne ^b,d  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b SANTA FE INSTITUTE   (United States)

^c UNIVERSITY OF NEW MEXICO   (United States)

^d UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Contagion; Network models; Systemic risk

Indexed keywords

EID: 84920279496     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2014.05.021     Document Type: Article

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