Sebastian Stiller

Massachusetts Institute of Technology (MIT)

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

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Measuring Systemic Risk and Contagion in Financial Networks

Number of pages: 20 Posted: 01 Mar 2011
Sebastian Pokutta, Christian Schmaltz and Sebastian Stiller
Georgia Institute of Technology, Aarhus University and Massachusetts Institute of Technology (MIT)
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Abstract:

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systemic risk, network flows, contagion, clearing