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  • Networks Of Economic Market Interdependence And Systemic Risk

    White Papers // Nov 2010 // provided by NECSI

    The dynamic network of relationships among corporations underlies cascading economic failures including the current economic crisis, and can be inferred from correlations in market value fluctuations. The authors analyze the time dependence of the network of correlations to reveal the changing relationships among the financial, technology, and basic materials sectors ...

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