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Spatial Interaction Model of Credit Risk Contagion in the CRT Market
16 references·1 citing·42 second hop
Spatial Interaction Model of Credit Risk Contagion in the CRT Market (2014)Spatial Interaction Model of Credit Risk …Entropy in urban and regional modelling (2021)Entropy in urban and regional…Entropy in Urban and Regional Modelling: Retrospect and Prospect. 城市和区域建模中的熵:回顾与展望 (2010)Entropy in Urban and Regional…Credit contagion in a network of firms with spatial interaction (2010)Credit contagion in a network…Credit Contagion from Counterparty Risk (2009)Credit Contagion from Counter…Credit Risk in a Network Economy (2007)Credit Risk in a Network Econ…A simple model of credit contagion (2007)A simple model of credit cont…Credit risk transfer and contagion (2006)Credit risk transfer and cont…Default and information (2005)Default and informationAsymmetric information and distance: an empirical assessment of geographical credit rationing (2004)Asymmetric information and di…Correlated default with incomplete information (2003)Correlated default with incom…A Rational Expectations Model of Financial Contagion (2002)A Rational Expectations Model…Infectious defaults (2001)Infectious defaultsCounterparty Risk and the Pricing of Defaultable Securities (2001)Counterparty Risk and the Pri…The Spatial Economy (1999)The Spatial EconomyDevelopment, Geography, and Economic Theory (1998)Development, Geography, and E…Development, Geography, and Economic Theory (1995)Development, Geography, and E…Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets (2019)Network model of credit risk …On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The separation of ownership and control in East Asian Corporations (2000)Contagion as a Wealth Effect (2001)Competition and Financial Stability (2004)Contagion in financial networks (2010)Optimal Financial Crises (1998)Financial Contagion (2000)Financial Intermediaries and Markets (2004)Has the CDS market lowered the cost of corporate debt? (2009)Interbank market liquidity and central bank intervention (2009)Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis (2009)Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)An Introduction to Copulas (1999)Stress-Testing Financial Systems: An Overview of Current Methodologies (2007)Contagion in Financial Networks (2010)Exploring the sources of default clustering (2018)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Martingales and arbitrage in multiperiod securities markets (1979)Common Failings: How Corporate Defaults Are Correlated (2007)Good and bad credit contagion: Evidence from credit default swaps☆ (2007)Event Studies in Economics and Finance (1997)Trade Credit: Theories and Evidence (1997)Financial Crises: Theory and Evidence (2009)The reaction of emerging market credit default swap spreads to sovereign credit rating changes (2010)Macroprudential capital requirements and systemic risk (2012)Regional innovation systems: Institutional and organisational dimensions (1997)Regional Innovation Systems, Clusters, and the Knowledge Economy (2001)The New Imperialism (2003)Accessibility evaluation of land-use and transport strategies: review and research directions (2003)Geographic information systems and science (2011)Human mobility: Models and applications (2018)Buzz: face-to-face contact and the urban economy (2004)Clusters and knowledge: local buzz, global pipelines and the process of knowledge creation (2004)The rising tide: assessing the risks of climate change and human settlements in low elevation coastal zones (2007)Gibrat's Law for (All) Cities (2004)Globalisation or ‘glocalisation’? Networks, territories and rescaling (2004)THE CASE FOR REGIONAL DEVELOPMENT INTERVENTION: PLACE‐BASED VERSUS PLACE‐NEUTRAL APPROACHES* (2012)Credit Risk Modeling and Valuation: An Introduction (2003)Credit risk modeling with affine processes (2005)Correlated Default Risk (2006)
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  • 2019Network model of credit risk contagion in the interbank market by considering bank runs and the fire sale of external assets21 cited