Double-layer network model of bank-enterprise counterparty credit risk contagion
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Publication:2221641
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Cites work
- A model of the topology of the bank -- firm credit network and its role as channel of contagion
- A nonlinear dynamic model for credit risk contagion
- An endogenous model of the credit network
- Bifurcation and chaotic behavior of credit risk contagion based on FitzHugh-Nagumo system
- Collective dynamics of `small-world' networks
- Contagion risk in endogenous financial networks
- Credit risk contagion coupling with sentiment contagion
- Credit risk contagion in an evolving network model integrating spillover effects and behavioral interventions
- Emergence of Scaling in Random Networks
- Financial regulations and bank credit to the real economy
- Investor behavior, information disclosure strategy and counterparty credit risk contagion
- Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets
- Network topology and interbank credit risk
- Networked relationships in the e-MID interbank market: a trading model with memory
- Risk contagion caused by interactions between credit and guarantee networks
- Risk contagion in inter-firm credit guarantee network
- Systemic risk and dynamics of contagion: a duplex inter-bank network
- Systemic risk in multiplex networks with asymmetric coupling and threshold feedback
- The economics of social networks
- The financial accelerator in an evolving credit network
- The multiplex structure of interbank networks
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
- scientific article; zbMATH DE number 7366532 (Why is no real title available?)
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