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"Systemic Risk in Interbanking Networks."

Lijun Bo, Agostino Capponi (2015)

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DOI: 10.1137/130937664

access: closed

type: Journal Article

metadata version: 2021-10-14

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Lijun Bo, Agostino Capponi:
Systemic Risk in Interbanking Networks. SIAM J. Financial Math. 6(1): 386-424 (2015)

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