Loss distribution of systemic defaults in different interbank networks
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DOI: 10.1142/S0129183116501217
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- Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
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Keywords
Loss distribution; network structure; default probability; loss given default;All these keywords.
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