Pages that link to "Item:Q2275829"
From MaRDI portal
The following pages link to Credit risk model with contagious default dependencies affected by macro-economic condition (Q2275829):
Displaying 6 items.
- Macroeconomic environment, money demand and portfolio choice (Q1755268) (← links)
- Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework (Q2030488) (← links)
- Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics (Q2171628) (← links)
- A nonlinear dynamic model for credit risk contagion (Q2221543) (← links)
- Stability analysis and fixed-time control of credit risk contagion (Q2666228) (← links)
- Optimal dividend strategy for an insurance group with contagious default risk (Q5003355) (← links)