Overlapping Portfolios, Contagion, and Financial Stability

Overlapping Portfolios, Contagion, and Financial Stability


Type: paper

Caccioli, F., J. D. Farmer, N. Foti, and D. Rockmore. (2015). ‘Overlapping portfolios, contagion and financial stability’ Journal of Economic Dynamics and Control 51: 50-63


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