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Stability Analysis of Financial Contagion due to Overlapping Portfolios

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01 Sept 14

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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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Stability Analysis of Financial Contagion due to Overlapping Portfolios

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