Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk
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We characterize the evolution over time of a network of credit relations among financial agents as a system of coupled stochastic processes. Each process describes the dynamics of individual financial robustness, while the coupling results from a network of liabilities among agents. The average
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美国国家经济研究局创建时间：
2009-01-01
