Investor behavior, information disclosure strategy and counterparty credit risk contagion
From MaRDI portal
Publication:2212424
DOI10.1016/J.CHAOS.2018.12.007zbMATH Open1448.91316OpenAlexW2905682341WikidataQ128729212 ScholiaQ128729212MaRDI QIDQ2212424FDOQ2212424
Authors: Lei Wang, Shouwei Li, Tingqiang Chen 
Publication date: 23 November 2020
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2018.12.007
Recommendations
- A network model of credit risk contagion
- Credit risk contagion based on asymmetric information association
- Double-layer network model of bank-enterprise counterparty credit risk contagion
- Credit risk contagion coupling with sentiment contagion
- Study of construction and empirical of the credit risk contagion models among the Internet financial platforms
Cites Work
- Emergence of Scaling in Random Networks
- Prospect Theory: An Analysis of Decision under Risk
- Global Models of Growth and Competition
- Filling in the blanks: network structure and interbank contagion
- Epidemic modeling in metapopulation systems with heterogeneous coupling pattern: theory and simulations
- Epidemic spreading on heterogeneous networks with identical infectivity
- Title not available (Why is that?)
- Networks of networks -- an introduction
- Network topology and interbank credit risk
- Credit risk contagion in an evolving network model integrating spillover effects and behavioral interventions
- A network model of credit risk contagion
- Contagion risk in endogenous financial networks
- Counterparty risk externality: centralized versus over-the-counter markets
- A network diffusion model of food safety scare behavior considering information transparency
- An immunization based on node activity
- Smile and default: the role of stochastic volatility and interest rates in counterparty credit risk
- The epidemic spreading on the multi-relationships network
- The networked evolutionary algorithm: a network science perspective
Cited In (10)
- Mandatory disclosure tone and bank risk-taking: evidence from Europe
- The impact of voluntary disclosure on a firm's investment policy
- Associated credit risk contagion with incubatory period: a network-based perspective
- Financial risk contagion and optimal control
- Credit risk contagion and optimal dual control -- an SIS/R model
- Forecasting systemic risk of China's banking industry by partial differential equations model and complex network
- Media coverage and investor scare behavior diffusion
- Double-layer network model of bank-enterprise counterparty credit risk contagion
- Information disclosure source, investors' searching and stock price crash risk
- The influence of risk attitude on credit risk contagion -- perspective of information dissemination
This page was built for publication: Investor behavior, information disclosure strategy and counterparty credit risk contagion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2212424)
