Victor Amelkin

University of Pennsylvania

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Contagion and Equilibria in Diversified Financial Networks

PIER Working Paper No. 21-029
Number of pages: 72 Posted: 01 Dec 2021
Victor Amelkin, Santosh Venkatesh and Rakesh Vohra
University of Pennsylvania, University of Pennsylvania - Department of Systems Engineering and University of Pennsylvania - Department of Economics
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Abstract:

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financial network, random network, contagion, systemic risk, equilibrium, dynamics, concentration of measure