Roncoroni, Alan; Battiston, Stefano; D'Errico, Marco; … - 2019
contagion, we apply a structural valuation model NEVA (Barucca et al., 2016a), in which common shocks to banks' external assets … contagion. Moreover, the most systemically important sectors tend to be the households and the financial sectors of larger … impact of more diversified versus more domestic portfolio allocation strategies on the propagation of contagion, which are …