How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation

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Authors: Matteo Serri, Guido Caldarelli, Giulio Cimini

Journal title: The Journal of Network Theory in Finance

Journal number: 3/1

Journal publisher: Journal of Network Theory in Finance

Published year: 2017

DOI identifier: 10.21314/JNTF.2017.025

ISSN: 2055-7795