Systemic risk in a mean-field model of interbank lending with self-exciting shocks

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Authors: Anastasia Borovykh, Andrea Pascucci, Stefano La Rovere

Journal title: IISE Transactions

Journal number: 50/9

Journal publisher: Taylor and Francis

Published year: 2018

Published pages: 806-819

DOI identifier: 10.1080/24725854.2018.1448491

ISSN: 2472-5854