Systemic Greeks: Measuring risk in financial networks

This paper investigates the impact of cross-shareholdings in networks of firms under external shocks. Nils Bertschinger, Julian Stobbe (2018)

Recommended citation: https://doi.org/10.48550/arXiv.1810.11849

Recommended citation: Nils Bertschinger, Julian Stobbe (2018). https://doi.org/10.48550/arXiv.1810.11849
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