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~subject:"Ansteckungseffekt"
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Ansteckungseffekt
Contagion model
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contagion model
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Theorie
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Theory
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Contagion effect
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Counterparty risk
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diffusion
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innovations
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threshold model
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Contagion Model
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Contagion and interdependence
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Credit Value Adjustment
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Credit default swap
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Credit derivative
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Credit risk
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Credit value adjustment
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Financial crisis
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Finanzkrise
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Heteroskedasticity in the canonical contagion model
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Instrumental variables
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Kreditderivat
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Kreditrisiko
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Markov chain
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heterogeneous adopters
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Dong, Yinghui
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Hotta, Luiz K.
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Ribeiro, André L. P.
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Wang, Guojing
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Zhou, Wei
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Computational economics
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International review of financial analysis
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ECONIS (ZBW)
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Dynamic and asymmetric contagion reactions of financial markets during the last subprime crisis
Zhou, Wei
- In:
Computational economics
50
(
2017
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011762379
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2
Bilateral counterparty risk valuation for credit default swap in a
contagion
model
using Markov chain
Dong, Yinghui
;
Wang, Guojing
- In:
Economic modelling
40
(
2014
),
pp. 91-100
Persistent link: https://www.econbiz.de/10010425718
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3
An analysis of contagion among Asian countries using the canonical model of contagion
Ribeiro, André L. P.
;
Hotta, Luiz K.
- In:
International review of financial analysis
29
(
2013
),
pp. 62-69
Persistent link: https://www.econbiz.de/10010244127
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