Limit Theorems for Default Contagion and Systemic Risk
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- Hamed Amini & Zhongyuan Cao & Agnes Sulem, 2021. "Fire Sales, Default Cascades and Complex Financial Networks," Working Papers hal-03425599, HAL.
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This paper has been announced in the following NEP Reports:- NEP-BAN-2021-04-05 (Banking)
- NEP-NET-2021-04-05 (Network Economics)
- NEP-RMG-2021-04-05 (Risk Management)
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