publication

Heterogeneity, Correlations and Financial Contagion

Name: The Institute for New Economic Thinking at the Oxford Martin School
Address: Eagle House, Walton Well Road, Oxford, Oxfordshire, OX2 6ED, UK
Telephone: +44 (0)1865 288895
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01 Jan 11

Citation:

Caccioli, F., T. A. Catanach, and J. D. Farmer.  'Heterogeneity, Correlations and Financial Contagion'.  Working Paper #11--09-044, Santa Fe Institute, Santa Fe, NM, 2011. http://arxiv.org/abs/1109.1213.

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Authors

J. Doyne Farmer

Type

Journal