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Default Cascades: When Does Risk Diversification Increase Stability?
- Publication Year :
- 2012
-
Abstract
- In this paper we study the conditions upon which a default cascade (i.e. an avalanche of bankruptcies) can occur.
Details
- Database :
- OAIster
- Notes :
- English
- Publication Type :
- Electronic Resource
- Accession number :
- edsoai.on1105013841
- Document Type :
- Electronic Resource