DebtRank: A microscopic foundation for shock propagation
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- Marco Bardoscia & Stefano Battiston & Fabio Caccioli & Guido Caldarelli, 2015. "DebtRank: A Microscopic Foundation for Shock Propagation," PLOS ONE, Public Library of Science, vol. 10(6), pages 1-13, June.
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This paper has been announced in the following NEP Reports:- NEP-ACC-2015-04-11 (Accounting & Auditing)
- NEP-RMG-2015-04-11 (Risk Management)
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