Double-layer network model of bank-enterprise counterparty credit risk contagion
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Publication:2221641
DOI10.1155/2020/3690848zbMATH Open1454.91326OpenAlexW3097000185MaRDI QIDQ2221641FDOQ2221641
Authors: Tingqiang Chen, Qinghao Yang, Suyang Wang, Yu-Tong Wang 
Publication date: 2 February 2021
Published in: Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/3690848
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Cites Work
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- A model of the topology of the bank -- firm credit network and its role as channel of contagion
- Bifurcation and chaotic behavior of credit risk contagion based on FitzHugh-Nagumo system
- Systemic risk and dynamics of contagion: a duplex inter-bank network
- Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets
Cited In (10)
- Credit risk in a network economy
- Credit risk contagion in an evolving network model integrating spillover effects and behavioral interventions
- A network model of credit risk contagion
- Associated credit risk contagion with incubatory period: a network-based perspective
- Research on the risk contagion between firms and banks based on the endogenous credit network with the multi-agent
- A model of the topology of the bank -- firm credit network and its role as channel of contagion
- Risk propagation model of inter-enterprise on scale-free networks
- Investor behavior, information disclosure strategy and counterparty credit risk contagion
- A network of business relations to model counterparty risk
- Title not available (Why is that?)
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