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"Short Communication: Dynamic Default Contagion in Heterogeneous Interbank ..."

Zachary Feinstein, Andreas Søjmark (2021)

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DOI: 10.1137/20M1376765

access: closed

type: Journal Article

metadata version: 2022-01-21

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Zachary Feinstein, Andreas Søjmark:
Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems. SIAM J. Financial Math. 12(4) (2021)

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