Credit contagion and aggregate losses
From MaRDI portal
Publication:956527
DOI10.1016/j.jedc.2005.01.004zbMath1200.91299OpenAlexW1557955808MaRDI QIDQ956527
Publication date: 25 November 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/4175
voter modelcredit contagionbusiness partner networkcredit portfolio loss distributionportfolio loss volatility
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