An evolving network model of credit risk contagion in the financial market
This paper introduces an evolving network model of credit risk contagion containing the average fitness of credit risk contagion, the risk aversion sentiments, and the ability of resist risk of credit risk holders. We discuss the effects of the aforementioned factors on credit risk contagion in the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2017-01-01
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| Series: | Technological and Economic Development of Economy |
| Subjects: | |
| Online Access: | http://journals.vgtu.lt/index.php/TEDE/article/view/623 |