A simple model of bank bankruptcies
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- Mizgier, Kamil J. & Wagner, Stephan M. & Holyst, Janusz A., 2012. "Modeling defaults of companies in multi-stage supply chain networks," International Journal of Production Economics, Elsevier, vol. 135(1), pages 14-23.
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"Rescate y costos del riesgo financiero
[Rescue costs and financial risk]," MPRA Paper 58848, University Library of Munich, Germany.
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[Size and Risk in the Finanzal Markets]," MPRA Paper 19267, University Library of Munich, Germany.
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KeywordsRandom directed percolation; Interbank deposits; Mass bankruptcies;
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