Listar Departament: Economia por fuente "Quantitative Finance, 2016, vol. 17, núm 1"
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Contagion risk in the interbank market: a probabilistic approach to cope with incomplete structural information
Taylor & Francis (2016)One lesson of the financial crisis erupting in 2008 has been that domino effects constitute a serious threat to the stability of the financial sector, i.e. the failure of one node in the interbank network might entail ...