Monitoring vulnerability and impact diffusion in financial networks

Journal of Economic Dynamics and Control - Tập 76 - Trang 109-135 - 2017
Thiago Christiano Silva1,2,3, Sergio Rubens Stancato Souza1, Benjamin Miranda Tabak3
1Department of Research, Central Bank of Brazil (Banco Central do Brasil), Brasília, Distrito Federal, Brazil
2Department of Computing and Mathematics, Faculty of Philosophy, Sciences, and Literatures in Ribeirão Preto, University of São Paulo, Ribeirão Preto, Brazil
3Department of Law and Economics, Catholic University of Brasília, Brasília, Brazil

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