Contagion in Financial Networks
- Autores
- Prasanna Gai, Sujit Kapadia
- Año
- 2010
- Publicación
- Proceedings of the Royal Society A, 466(2120)
- Categoría
- Financial Networks & Systemic Risk
- Dominios
- liquidity networks
- Notas
- "Robust-yet-fragile": dense networks absorb small shocks but propagate large ones; source of the R₀ systemic-health metric.