An adjusted hypergraph H-eigenvector centrality on Argentine commercial credit data identifies banks whose distress amplifies systemic credit shocks more than traditional centrality metrics.
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It Takes Two to Tango, but More to Assess Systemic Risk: Credit Networks Through the Lens of Hypergraphs
An adjusted hypergraph H-eigenvector centrality on Argentine commercial credit data identifies banks whose distress amplifies systemic credit shocks more than traditional centrality metrics.