Alisa Nikitina

National Research University Higher School of Economics

Myasnitskaya street, 20

Moscow, Moscow 119017

Russia

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Key Borrowers Detection by Long-Range Interactions

Higher School of Economics Research Paper No. WP BRP 56/FE/2016
Number of pages: 44 Posted: 03 Aug 2016
National Research University Higher School of Economics, National Research University Higher School of Economics, National Research University Higher School of Economics and National Research University Higher School of Economics
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Abstract:

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systemic risk, key borrower, interconnectedness, centrality