A Network Model of Credit Risk Contagion
A network model of credit risk contagion is presented, in which the effect of behaviors of credit risk holders and the financial market regulators and the network structure are considered. By introducing the stochastic dominance theory, we discussed, respectively, the effect mechanisms of the degree...
| Հիմնական հեղինակներ: | , |
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| Ձևաչափ: | Հոդված |
| Լեզու: | English |
| Հրապարակվել է: |
Hindawi Limited
2012-01-01
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| Շարք: | Discrete Dynamics in Nature and Society |
| Առցանց հասանելիություն: | http://dx.doi.org/10.1155/2012/513982 |