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- W2523891440 abstract "The mechanism of credit risk contagion based on the investor sentiment and liquidity was analyzed firstly in this paper. It gave a network model of credit risk contagion,in which the interaction of investor sentiment and liquidity were considered. And by introducing the stochastic dominance theory,it systematically analyzed the influence and evolution mechanism of credit risk contagious behavior by theoretical derivation and computer simulation. Results show that interaction of investor sentiment and liquidity affects signally credit risk contagion; the social network structure affects signally the probability and individual proportion of credit risk contagion." @default.
- W2523891440 created "2016-10-07" @default.
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- W2523891440 date "2014-01-01" @default.
- W2523891440 modified "2023-09-26" @default.
- W2523891440 title "Credit Risk Contagion Model Based on Complex Network" @default.
- W2523891440 hasPublicationYear "2014" @default.
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