A Network Evolution Model of Credit Risk Contagion between Banks and Enterprises Based on Agent-Based Model
Credit risk contagion between banks and firms is one of the important triggers of financial crisis, and the credit linkage network is the way of systemic risk contagion triggered by external shocks. Considering the heterogeneity of behavioral rules, learning rules, and interaction rules, this paper...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2021/6593218 |
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