Search Results for author: William A. Barnett

Found 1 papers, 0 papers with code

Hierarchical contagions in the interdependent financial network

no code implementations27 Jun 2021 William A. Barnett, Xue Wang, Hai-Chuan Xu, Wei-Xing Zhou

We derive the default cascade model and the fire-sale spillover model in a unified interdependent framework.

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