An analytic approach To network-based modelling for contagious defaults
Year of publication: |
2022
|
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Authors: | Jun Park, Jong ; Jang, Hyun Jin |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 44.2022, p. 1-10
|
Subject: | Analytic approach | Contagious default | Default correlation | Eisenberg and Noe model | Network-based model | Systemic risk | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Theorie | Theory | Ansteckungseffekt | Contagion effect | Systemrisiko |
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