Controlling Default Contagion Through Small-World Networks Analysis-Reference-Cited by-同舟云学术

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Controlling Default Contagion Through Small-World Networks Analysis

Published:2019 Issue: Volume:154 Page:47-53
ISSN:1877-0509
Container-title:Procedia Computer Science
language:en
Short-container-title:Procedia Computer Science

Author:

Han Lu

Publisher

Elsevier BV

Subject

General Engineering

Reference12 articles.

1. Davis M., Lo V.. Infectious defaults[J]. Quantitative Finance, 2001,(1): 382-387.

2. Financial contagion[J];Allen;Journal of Political Economy,2000

3. Schonbucher P.. Information driven default contagion[Z]. Working paper, 2003.

4. Default correlation and credit analysis[J];Lucas;Journal of Fixed Income,1995

5. Kealhofer S.. Portfolio management of default risk[Z]. KMV Corp., Working paper, 1998.

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