Listar Departament: Economia por fuente "Journal of Economic Dynamics and Control, 2016, Vol. 66"
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A model of the topology of the bank – firm credit network and its role as channel of contagion
Elsevier (2016-05)This paper proposes a stochastic model of a bipartite credit network between banks and the non-bank corporate sector that encapsulates basic stylized facts found in comprehensive data sets for bank-firm loans for a number ...