A Network Model of Credit Risk Contagion
Joint Authors
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-13, 13 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-12-26
Country of Publication
Egypt
No. of Pages
13
Main Subjects
Abstract EN
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 of individual relationship, individual attitude to credit risk contagion, the individual ability to resist credit risk contagion, the monitoring strength of the financial market regulators, and the network structure on credit risk contagion.
Then some derived and proofed propositions were verified through numerical simulations.
American Psychological Association (APA)
Chen, Ting-Qiang& He, Jian-Min. 2012. A Network Model of Credit Risk Contagion. Discrete Dynamics in Nature and Society،Vol. 2012, no. 2012, pp.1-13.
https://search.emarefa.net/detail/BIM-477664
Modern Language Association (MLA)
Chen, Ting-Qiang& He, Jian-Min. A Network Model of Credit Risk Contagion. Discrete Dynamics in Nature and Society No. 2012 (2012), pp.1-13.
https://search.emarefa.net/detail/BIM-477664
American Medical Association (AMA)
Chen, Ting-Qiang& He, Jian-Min. A Network Model of Credit Risk Contagion. Discrete Dynamics in Nature and Society. 2012. Vol. 2012, no. 2012, pp.1-13.
https://search.emarefa.net/detail/BIM-477664
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-477664
