credit contagion
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scholarly journals Default Count-Based Network Models for Credit Contagion

2020 ◽  
Author(s):  
Arianna Agosto ◽  
Daniel Felix Ahelegbey
Keyword(s):  
Network Models ◽  
Credit Contagion

scholarly journals Modeling Credit Contagion via the Updating of Fragile Beliefs

2015 ◽  
Vol 28 (7) ◽  
pp. 1960-2008 ◽  
Author(s):  
Luca Benzoni ◽  
Pierre Collin-Dufresne ◽  
Robert S. Goldstein ◽  
Jean Helwege
Keyword(s):  
Credit Contagion

Credit contagion in the presence of non-normal shocks

2015 ◽  
Vol 37 ◽  
pp. 129-139 ◽  
Author(s):  
Enrique Batiz-Zuk ◽  
George Christodoulakis ◽  
Ser-Huang Poon
Keyword(s):  
Credit Contagion

The Anatomy of Sovereign Credit Contagion

2015 ◽  
Author(s):  
Elena Kalotychou ◽  
Eli M. Remolona ◽  
Eliza Wu
Keyword(s):  
Sovereign Credit ◽  
Credit Contagion

Dynamics of Sovereign Credit Contagion

2014 ◽  
Vol 22 (1) ◽  
pp. 27-45 ◽  
Author(s):  
Alex YiHou Huang ◽  
Chih-Chun Chen ◽  
Chung-Hua Shen
Keyword(s):  
Sovereign Credit ◽  
Credit Contagion

Modeling Credit Contagion Via the Updating of Fragile Beliefs -- Online Appendix

2014 ◽  
Author(s):  
Luca Benzoni ◽  
Pierre Collin-Dufresne ◽  
Robert S. Goldstein ◽  
Jean Helwege
Keyword(s):  
Online Appendix ◽  
Credit Contagion
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