An analytic approach To network-based modelling for contagious defaults
Jong Jun Park, Hyun Jin Jang
| Year of publication: |
2022
|
|---|---|
| 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
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| Subject: | Analytic approach | Contagious default | Default correlation | Eisenberg and Noe model | Network-based model | Systemic risk | Kreditrisiko | Credit risk | Theorie | Theory | Insolvenz | Insolvency | Systemrisiko | Ansteckungseffekt | Contagion effect | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494696