Show simple item record

An adaptive dynamical model of default contagion

dc.contributor.authorSmug, D
dc.contributor.authorAshwin, J
dc.contributor.authorAshwin, P
dc.contributor.authorSornette, D
dc.date.accessioned2022-02-04T09:52:32Z
dc.date.issued2022-04-08
dc.date.updated2022-02-03T20:54:34Z
dc.description.abstractThe dynamics of default contagion is modeled in terms of adaptively coupled stochastic measures of financial healthen_GB
dc.description.sponsorshipEuropean Union Horizon 2020en_GB
dc.description.sponsorshipEconomic and Social Research Council (ESRC)en_GB
dc.identifier.citationPublished online 8 April 2022en_GB
dc.identifier.doi10.1080/14697688.2022.2039755
dc.identifier.grantnumber643073en_GB
dc.identifier.grantnumber1638211en_GB
dc.identifier.urihttp://hdl.handle.net/10871/128695
dc.identifierORCID: 0000-0001-7330-4951 (Ashwin, Peter)
dc.language.isoenen_GB
dc.publisherRoutledgeen_GB
dc.relation.urlhttps://github.com/peterashwin/default-contagion-feb2022en_GB
dc.rights© 2022 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
dc.subjectFinancial Default Cascadesen_GB
dc.subjectFinancial Networksen_GB
dc.subjectDefault Timingen_GB
dc.subjectAdaptive Systemsen_GB
dc.titleAn adaptive dynamical model of default contagionen_GB
dc.typeArticleen_GB
dc.date.available2022-02-04T09:52:32Z
dc.identifier.issn1469-7688
dc.descriptionThis is the final version. Available on open access from Routledge via the DOI in this recorden_GB
dc.descriptionThe code used to generate the figures in this paper is openly accessible at https://github.com/peterashwin/default-contagion-feb2022en_GB
dc.identifier.eissn1469-7696
dc.identifier.journalQuantitative Financeen_GB
dc.relation.ispartofQuantitative Finance
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/en_GB
dcterms.dateAccepted2022-01-28
rioxxterms.versionVoRen_GB
rioxxterms.licenseref.startdate2022-01-28
rioxxterms.typeJournal Article/Reviewen_GB
refterms.dateFCD2022-02-03T20:54:51Z
refterms.versionFCDAM
refterms.dateFOA2022-05-03T13:15:04Z
refterms.panelBen_GB


Files in this item

Name:
An adaptive dynamical model of ...
Size:
1.669Mb
Format:
PDF
Description:
An adaptive dynamical model of ...
View/Open

This item appears in the following Collection(s)

Show simple item record

© 2022 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Except where otherwise noted, this item's licence is described as © 2022 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.