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Toivanen, 2013 - Google Patents

Contagion in the interbank network: An epidemiological approach

Toivanen, 2013

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Document ID
3484428488688094234
Author
Toivanen M
Publication year
Publication venue
Bank of Finland Research Discussion Paper

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Snippet

This paper analyses the importance of individual bank-specific factors on financial stability. First, we use a novel method to model the spreading of the contagion in the interbank network by implementing an epidemiologic model. Actual data on European banks is …
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