Stability Analysis of Financial Contagion due to Overlapping Portfolios

Stability Analysis of Financial Contagion due to Overlapping Portfolios


Type: paper

Caccioli, F., Shreshtha, M., Moore, C., and Farmer, J. D. (2014). ‘Stability analysis of financial contagion due to overlapping portfolios’. Journal of Banking and Finance, 46, 233-245


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