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Size effect in spin-crossover systems investigated by FORC measurements, for surfacted [Fe(NH 2 -trz) 3 ](Br) 2 ·3H 2 O nanoparticles: reversible contributions and critical size

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  • A. Rotaru
  • F. Varret

    ()

  • A. Gindulescu
  • J. Linares
  • A. Stancu
  • J. Létard
  • T. Forestier
  • C. Etrillard

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  • A. Rotaru & F. Varret & A. Gindulescu & J. Linares & A. Stancu & J. Létard & T. Forestier & C. Etrillard, 2011. "Size effect in spin-crossover systems investigated by FORC measurements, for surfacted [Fe(NH 2 -trz) 3 ](Br) 2 ·3H 2 O nanoparticles: reversible contributions and critical size," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 84(3), pages 439-449, December.
  • Handle: RePEc:spr:eurphb:v:84:y:2011:i:3:p:439-449 DOI: 10.1140/epjb/e2011-10903-x
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    References listed on IDEAS

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    1. Darrell Duffie & Andreas Eckner & Guillaume Horel & Leandro Saita, 2009. "Frailty Correlated Default," Journal of Finance, American Finance Association, vol. 64(5), pages 2089-2123, October.
    2. Gai, Prasanna & Kapadia, Sujit, 2010. "Contagion in financial networks," Bank of England working papers 383, Bank of England.
    3. Helen Haworth & Christoph Reisinger & William Shaw, 2008. "Modelling bonds and credit default swaps using a structural model with contagion," Quantitative Finance, Taylor & Francis Journals, vol. 8(7), pages 669-680.
    4. Robert A. Jarrow & Stuart M. Turnbull, 2008. "Pricing Derivatives on Financial Securities Subject to Credit Risk," World Scientific Book Chapters,in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 17, pages 377-409 World Scientific Publishing Co. Pte. Ltd..
    5. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Risk Assessment for Banking Systems," Management Science, INFORMS, pages 1301-1314.
    6. Neu, Peter & Kühn, Reimer, 2004. "Credit risk enhancement in a network of interdependent firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(3), pages 639-655.
    7. Stefan Weber & Kay Giesecke, 2003. "Credit Contagion and Aggregate Losses," Computing in Economics and Finance 2003 246, Society for Computational Economics.
    8. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Risk Assessment for Banking Systems," Management Science, INFORMS, pages 1301-1314.
    9. J. P. L. Hatchett & R. Kuhn, 2009. "Credit contagion and credit risk," Quantitative Finance, Taylor & Francis Journals, vol. 9(4), pages 373-382.
    10. Egloff, Daniel & Leippold, Markus & Vanini, Paolo, 2007. "A simple model of credit contagion," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2475-2492, August.
    11. Blueschke-Nikolaeva, V. & Blueschke, D. & Neck, R., 2012. "Optimal control of nonlinear dynamic econometric models: An algorithm and an application," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3230-3240.
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