Dynamic contagion in a banking system with births and defaults
Crossref DOI link: https://doi.org/10.1007/s10436-019-00351-2
Published Online: 2019-08-20
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ichiba, Tomoyuki
Ludkovski, Michael
Sarantsev, Andrey http://orcid.org/0000-0002-7415-4892
Funding for this research was provided by:
National Science Foundation (DMS 1615229)
National Science Foundation (DMS-1521743, DMS 1409434)
Text and Data Mining valid from 2019-08-20
Version of Record valid from 2019-08-20
Article History
Received: 10 May 2019
Accepted: 2 August 2019
First Online: 20 August 2019