Risk contagion in inter-firm credit guarantee network

DOI10.1016/J.PHYSA.2019.04.078OpenAlexW2935753791WikidataQ128055674 ScholiaQ128055674MaRDI QIDQ2160052

Shouwei Li, Lei Wang, Chaoqun Wu

Publication date: 2 August 2022

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

Full work available at URL: https://doi.org/10.1016/j.physa.2019.04.078

zbMATH Keywords

complex networkrisk contagioncredit guaranteeinter-firm network

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (2)

Double-layer network model of bank-enterprise counterparty credit risk contagion ⋮ Risk contagion due to overlapping portfolios with leverage decision

Cites Work

• Firm-network characteristics and economic robustness to natural disasters
• An evolution model of trading behavior based on peer effect in networks
• Credit chains and bankruptcy propagation in production networks
• An endogenous model of the credit network
• Evolving dynamics of trading behavior based on coordination game in complex networks
• The epidemic spreading on the multi-relationships network
• Exploring the evolutionary mechanism of complex supply chain systems using evolving hypergraphs
• Contagion risk in endogenous financial networks
• Emergence of Scaling in Random Networks
• The Structure and Function of Complex Networks

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