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J. Paulin

1 paper here

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  • first author1

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  • q-fin.TR1

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collaborators

1 paper

q-fin.TR2018

Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach

James Paulin, Anisoara Calinescu, Michael Wooldridge

The purpose of this paper is to advance the understanding of the conditions that give rise to flash crash contagion, particularly with respect to overlapping asset portfolio crowdi…

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