Spatial interaction model of credit risk contagion in the CRT market
Tingqiang Chen, Xindan Li, Jining Wang
| Year of publication: |
December 2015
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| Authors: | Chen, Tingqiang ; Li, Xindan ; Wang, Jining |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 46.2015, 4, p. 519-537
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| Subject: | Credit risk contagion | Entropy spatial model | CRT market | Spatial distance | Risk preference | Kreditrisiko | Credit risk | Räumliche Interaktion | Spatial interaction | Theorie | Theory | Entropie | Entropy | Ansteckungseffekt | Contagion effect | Kreditderivat | Credit derivative | Schätzung | Estimation | Spillover-Effekt | Spillover effect | Regionalökonomik | Regional economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-014-9475-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011478505