An adaptive dynamical model of default contagion
Damian Smug, Julian Ashwin, Peter Ashwin and Didier Sornette
| Year of publication: |
2022
|
|---|---|
| Authors: | Smug, Damian ; Ashwin, Julian ; Ashwin, Peter ; Sornette, Didier |
| Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Kreditderivat | Credit derivative | Ansteckungseffekt | Contagion effect | Kreditversicherung | Credit insurance |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2039755 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367894