A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades
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- Kobayashi, Teruyoshi, 2014. "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Economics Letters, Elsevier, vol. 124(1), pages 113-116.
- Teruyoshi Kobayashi, 2013. "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Papers 1312.6804, arXiv.org, revised Apr 2014.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017.
"Network models of financial systemic risk: A review,"
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017. "Network models of financial systemic risk: A review," Discussion Papers 1719, Graduate School of Economics, Kobe University.
- Teruyoshi Kobayashi, 2015. "Trend-driven information cascades on random networks," Discussion Papers 1529, Graduate School of Economics, Kobe University.
More about this item
Keywordsfinancial network; cascades; financial contagion; systemic risk;
- G01 - Financial Economics - - General - - - Financial Crises
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-01-10 (All new papers)
- NEP-BAN-2014-01-10 (Banking)
- NEP-NET-2014-01-10 (Network Economics)
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