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arxiv: 1210.3814 · v1 · pith:SRBBWM7Snew · submitted 2012-10-14 · 💱 q-fin.RM

Russian interbank networks: main characteristics and stability with respect to contagion

classification 💱 q-fin.RM
keywords interbankrussiananalyzedcharacteristicscharacterizingcontagionmainmarket
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Systemic risks characterizing the Russian overnight interbank market from the network point of view are analyzed.

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