The following pages link to Credit Risk in a Network Economy (Q3116150):
Displaying 10 items.
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Credit chains and bankruptcy propagation in production networks (Q1017081) (← links)
- A theoretical argument why the \(t\)-copula explains credit risk contagion better than the Gaussian copula (Q1958420) (← links)
- Contagion and risk-sharing on the inter-bank market (Q1994269) (← links)
- Risk contagion caused by interactions between credit and guarantee networks (Q2164801) (← links)
- A nonlinear dynamic model for credit risk contagion (Q2221543) (← links)
- The co-evolution of integrated corporate financial networks and supply chain networks with insolvency risk (Q2438074) (← links)
- A note on credit risk of vertical Keiretsu firms: preliminary evidence from the Japanese automobile industry (Q2575435) (← links)
- Effects of economic interactions on credit risk (Q3376774) (← links)
- Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355) (← links)
