Publication Date:
2016-09-07
Description:
Financial institutions form multilayer networks by engaging in contracts with each other and by holding exposures to common assets. As a result, the default probability of one institution depends on the default probability of all of the other institutions in the network. Here, we show how small errors on the...
Print ISSN:
0027-8424
Electronic ISSN:
1091-6490
Topics:
Biology
,
Medicine
,
Natural Sciences in General
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