Investor behavior, information disclosure strategy and counterparty credit risk contagion
From MaRDI portal
Publication:2212424
DOI10.1016/j.chaos.2018.12.007zbMath1448.91316MaRDI QIDQ2212424
Shouwei Li, Lei Wang, Ting-Qiang 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
contagion; epidemic model; counterparty credit risk; investor behavior; information disclosure strategy
91G40: Credit risk