The influence of risk attitude on credit risk contagion -- perspective of information dissemination

DOI10.1016/J.PHYSA.2021.126226MaRDI QIDQ2078664zbMATH OpenOpenAlexFDO

Authors Qian Qian, Jing Gu, Hairong Feng

Publication date 1 March 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2021.126226

zbMATH Keywords

information disseminationrisk attitudecredit risk contagiondual-layer network

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• Analysis of an epidemic model with awareness programs by media on complex networks
• Collective dynamics of `small-world' networks
• Contagion in financial networks
• Contagion risk in endogenous financial networks
• Epidemic outbreak for an SIS model in multiplex networks with immunization
• Guarantee network model and risk contagion
• Investor behavior, information disclosure strategy and counterparty credit risk contagion
• Network models and financial stability
• Network topology and interbank credit risk
• Perceived Risk Attitudes: Relating Risk Perception to Risky Choice

Cited in

(1)

• scientific article; zbMATH DE number 7156477 (Why is no real title available?)

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