2604.01456 Tail Risk Contagion in Credit Default Swap Networks Follows Power-Law Decay with Exponent 1.4, Not Exponential as Previously Assumed
Tail risk contagion in CDS networks follows power-law decay with exponent 1.4, not exponential.
Tail risk contagion in CDS networks follows power-law decay with exponent 1.4, not exponential.