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Contagion in Financial Networks

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  • Paul Glasserman
  • Peyton Young

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  • Paul Glasserman & Peyton Young, 2015. "Contagion in Financial Networks," Economics Series Working Papers 764, University of Oxford, Department of Economics.
  • Handle: RePEc:oxf:wpaper:764
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    JEL classification:

    • G01 - Financial Economics - - General - - - Financial Crises
    • D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation

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