A network model of credit risk contagion

DOI10.1155/2012/513982zbMath1257.91049OpenAlexW2109294356WikidataQ58700610 ScholiaQ58700610MaRDI QIDQ1936024

Ting-Qiang Chen, Jian-min He

Publication date: 21 February 2013

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/513982

Mathematics Subject Classification ID

Credit risk (91G40)

Related Items (9)

Research on contagion and the influencing factors of personal credit risk based on a complex network ⋮ Contagion risk in endogenous financial networks ⋮ Dynamic evolution of securities market network structure under acute fluctuation circumstances ⋮ A network diffusion model of food safety scare behavior considering information transparency ⋮ Investor behavior, information disclosure strategy and counterparty credit risk contagion ⋮ An entropy model of credit risk contagion in the CRT market ⋮ A nonlinear dynamic model for credit risk contagion ⋮ Credit risk contagion in an evolving network model integrating spillover effects and behavioral interventions ⋮ Credit risk contagion based on asymmetric information association

Cites Work

• Unnamed Item
• Network models and financial stability
• Diffusion in complex social networks
• Statistical mechanics of complex networks
• Emergence of Scaling in Random Networks
• Contagion in financial networks
• The Structure and Function of Complex Networks
• Collective dynamics of ‘small-world’ networks

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