Dynamic credit contagion and aggregate loss in networks
Xiaoyuan Zhang, Tianqi Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Zhang, Xiaoyuan ; Zhang, Tianqi |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-13
|
| Subject: | Credit risk | Dynamic contagion | Expected aggregate loss | Networks | Kreditrisiko | Theorie | Theory | Finanzkrise | Financial crisis | Bankenkrise | Banking crisis | Lieferantenkredit | Trade credit | Stochastischer Prozess | Stochastic process | Ansteckungseffekt | Contagion effect | Lieferantenmanagement | Supplier relationship management | Unternehmensnetzwerk | Business network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101770 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013538977