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Quantitative Finance Volume 20, 2020 - Issue 7
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Shock amplification in financial networks with applications to the CCP feasibility

Dohyun AhnDepartment of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong KongCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-0304-0636View further author information
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Pages 1045-1056 | Received 01 Sep 2019, Accepted 06 Mar 2020, Published online: 28 Apr 2020

References

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