On the epidemic of financial crises
The paper proposes a framework for modelling financial contagion that is based on susceptible–infected–recovered transmission models from epidemic theory. This class of models addresses two important features of contagion modelling, which are a common shortcoming of most existing empirical approache...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014
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| Online Access: | http://eprints.nottingham.ac.uk/47113/ http://eprints.nottingham.ac.uk/47113/ http://eprints.nottingham.ac.uk/47113/ http://eprints.nottingham.ac.uk/47113/1/DKS_JRSS-OA-SA-Nov-12-0238.pdf |