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  • 标题:A Network Model of Credit Risk Contagion
  • 本地全文:下载
  • 作者:Ting-Qiang Chen ; Jian-Min He
  • 期刊名称:Discrete Dynamics in Nature and Society
  • 印刷版ISSN:1026-0226
  • 电子版ISSN:1607-887X
  • 出版年度:2012
  • 卷号:2012
  • DOI:10.1155/2012/513982
  • 出版社:Hindawi Publishing Corporation
  • 摘要:A network model of credit risk contagion is presented, in which the effect of behaviors of credit risk holders and the financial market regulators and the network structure are considered. By introducing the stochastic dominance theory, we discussed, respectively, the effect mechanisms of the degree of individual relationship, individual attitude to credit risk contagion, the individual ability to resist credit risk contagion, the monitoring strength of the financial market regulators, and the network structure on credit risk contagion. Then some derived and proofed propositions were verified through numerical simulations.
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