Multi-layer Default Risk Contagion in Inter-banking Networks

Xiaoqi Bi, Alec Koppel, Carolyn L. Beck. Multi-layer Default Risk Contagion in Inter-banking Networks. In 63rd IEEE Conference on Decision and Control, CDC 2024, Milan, Italy, December 16-19, 2024. pages 5286-5291, IEEE, 2024. [doi]

Authors

Xiaoqi Bi

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Alec Koppel

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Carolyn L. Beck

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