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Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks

By Sheri Markose, Simone Giansante, Mateusz Gatkowski and Ali Rais ShaghaghiSheri Markose, Simone Giansante, Mateusz Gatkowski and Ali Rais Shaghaghi

Abstract

Note: The Discussion Papers in this series are prepared by members of the Department of Economics, University of Essex, for private circulation to interested readers. They often represent preliminary reports on work in progress and should therefore be neither quoted nor referred to in published work without the written consent of the author.

Year: 2009
OAI identifier: oai:CiteSeerX.psu:10.1.1.170.9305
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