Guarantee network model and risk contagion

DOI10.1016/J.CHAOS.2017.12.002zbMATH Open1395.91481OpenAlexW2772218471MaRDI QIDQ722993FDOQ722993

Liang Li, Xin Sui

Publication date: 30 July 2018

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2017.12.002

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zbMATH Keywords

networkdynamic evolutionfirm sizeguarantee mechanismrisk contagion

Mathematics Subject Classification ID

Credit risk (91G40) Stochastic network models in operations research (90B15)

Cites Work

• A wavelet-based approach to test for financial market contagion
• Global stability for a sheep brucellosis model with immigration
• Patch invasion in a spatial epidemic model
• Transmission dynamics of cholera: mathematical modeling and control strategies
• Transmission potential of the novel avian influenza A(H7N9) infection in mainland China
• The financial accelerator in an evolving credit network
• Contagion risk in endogenous financial networks
• Towards a credit network based early warning indicator for crises
• Assessing reappearance factors of H7N9 avian influenza in China
• MONTHLY PERIODIC OUTBREAK OF HEMORRHAGIC FEVER WITH RENAL SYNDROME IN CHINA
• Title not available (Why is that?)

Cited In (2)

• The mechanism of enterprise credit guarantee risk contagion considering ESG
• The influence of risk attitude on credit risk contagion -- perspective of information dissemination

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