The effect of the subprime crisis on the credit risk in global scale
Year of publication: |
2013
|
---|---|
Authors: | Lee, Sangwook ; Kim, Min Jae ; Lee, Sun Young ; Kim, Soo Yong ; Ban, Joon Hwa |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 392.2013, 9, p. 2060-2071
|
Publisher: |
Elsevier |
Subject: | Credit default swap | Network analysis | Vector autoregressive model |
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