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Explore Editage All Accesshttps://doi.org/10.1080/14697688.2022.2039755
Copy DOI Journal: Quantitative Finance |  Publication Date: Apr 8, 2022 |
 License type: open-access |
Affiliation: University of Exeter, University of Oxford, University of GenevaThe dynamics of default contagion is modeled in terms of adaptively coupled stochastic measures of financial health
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