Leveraging the network: A stress-test framework based on DebtRank

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Authors: Stefano Battiston, Guido Caldarelli, Marco D’Errico, Stefano Gurciullo

Journal title: Statistics & Risk Modeling

Journal number: 33/3-4

Journal publisher: Walter de Gruyter GmbH

Published year: 2016

DOI identifier: 10.1515/strm-2015-0005

ISSN: 2193-1402