Investor behavior, information disclosure strategy and counterparty credit risk contagion

DOI10.1016/j.chaos.2018.12.007zbMath1448.91316OpenAlexW2905682341WikidataQ128729212 ScholiaQ128729212MaRDI QIDQ2212424

Ting-Qiang Chen, Shouwei Li, Lei Wang

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

zbMATH Keywords

contagionepidemic modelcounterparty credit riskinvestor behaviorinformation disclosure strategy

Mathematics Subject Classification ID

Credit risk (91G40)

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