Collective firm bankruptcies and phase transition in rating dynamics
Authors:
- 26 September 2009
- journal article
- Published by Springer Nature in The European Physical Journal B
- Vol. 71 (4) , 461-466
Abstract
No abstract availableKeywords
All Related Versions
This publication has 16 references indexed in Scilit:
- Systemic risk in a network fragility model analyzed with probability density evolution of persistent random walksNetworks and Heterogeneous Media, 2008
- From production networks to geographical economicsJournal of Economic Behavior & Organization, 2007
- Credit risk—A structural model with jumps and correlationsPhysica A: Statistical Mechanics and its Applications, 2007
- A simple model of credit contagionJournal of Banking & Finance, 2007
- Credit chains and bankruptcy propagation in production networksJournal of Economic Dynamics and Control, 2007
- Stochastic cascades, credit contagion, and large portfolio lossesJournal of Economic Behavior & Organization, 2007
- Effects of economic interactions on credit riskJournal of Physics A: General Physics, 2006
- Statistical Physics of Spin Glasses and Information Processing2001
- Systemic Risk in Financial SystemsManagement Science, 2001
- Financial ContagionJournal of Political Economy, 2000