An evolving network model of credit risk contagion in the financial market

An evolving network model of credit risk contagion in the financial market

This paper introduces an evolving network model of credit risk contagion containing the average fitness of credit risk contagion, the risk aversion sentiments, and the ability of resist risk of credit risk holders. We discuss the effects of the aforementioned factors on credit risk contagion in the...

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Bibliographic Details
Main Authors:	Tingqiang Chen, Jianmin He, Xindan Li
Format:	Article
Language:	English
Published:	Vilnius Gediminas Technical University 2017-01-01
Series:	Technological and Economic Development of Economy
Subjects:	credit risk contagion preferential node deletion behavioral factors evolving network model
Online Access:	http://journals.vgtu.lt/index.php/TEDE/article/view/623

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