Work

Stability analysis of financial contagion due to overlapping portfolios

Year: 2014

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2014.05.021

Authors: Fabio Caccioli, Munik Shrestha, Cristopher Moore, J. Doyne Farmer

Institutions: Santa Fe Institute, University of Cambridge, University of New Mexico, University of Oxford

Language: English

Topic: Banking stability, regulation, efficiency

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2047098017

FWCI: 56.34

Cites: 51

Cited by: 383

Related to: 10