The influence of risk attitude on credit risk contagion -- perspective of information dissemination

DOI10.1016/j.physa.2021.126226OpenAlexW3181730603MaRDI QIDQ2078664

Qian Qian, Jing Gu, Hai Rong Feng

Publication date: 1 March 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2021.126226

zbMATH Keywords

risk attitudeinformation disseminationcredit risk contagiondual-layer network

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Epidemic outbreak for an SIS model in multiplex networks with immunization
• Network topology and interbank credit risk
• Guarantee network model and risk contagion
• Network models and financial stability
• Analysis of an epidemic model with awareness programs by media on complex networks
• Investor behavior, information disclosure strategy and counterparty credit risk contagion
• Contagion risk in endogenous financial networks
• Contagion in financial networks
• Perceived Risk Attitudes: Relating Risk Perception to Risky Choice
• Collective dynamics of ‘small-world’ networks

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