On the epidemic of financial crises

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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...

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Bibliographic Details
Main Authors:	Demiris, Nikolaos, Kypraios, Theodore, Smith, Lynette Vanessa
Format:	Article
Published:	Wiley 2014
Subjects:	Contagion; Financial crisis; Markov chain Monte Carlo methods; Random graph;Stochastic epidemic model
Online Access:	https://eprints.nottingham.ac.uk/47113/

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