期刊名称：Documents de Travail du Centre d'Economie de la Sorbonne
印刷版ISSN：1955-611X
出版年度：2017
出版社：Centre d'Economie de la Sorbonne
摘要：This paper proposes a stochastic model for describing rational expectations. The contextis systemic risk, with interconnected components of a unified system. The evolution dynamicsleading to the failure of the system is explored either under a theoretical point of view as wellas through an extensive scenario analysis.
