2 citations · 10 across the 17 of their papers we have counts for
Showing physics.soc-phShow all
2 papers · 1 filter
physics.soc-ph2026
Sovereign Stress Avalanches and Network Amplification in Latin America
Diego Vallarino
This paper studies sovereign stress avalanches and network amplification in Latin American credit markets using monthly J.P. Morgan EMBI Global Diversified spreads for eleven sover…
physics.soc-ph2026
Sandpile Economics: Theory, Identification, and Evidence
Diego Vallarino
Why do capitalist economies recurrently generate crises whose severity is disproportionate to the size of the triggering shock? This paper proposes a structural answer grounded in…