مرکز منطقه ای اطلاع رساني علوم و فناوري - Stochastic cascades, credit contagion, and large portfolio losses

Title of article :

Stochastic cascades, credit contagion, and large portfolio losses

Author/Authors :

Ulrich Horst، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

To page :

Keywords :

Local interactions , Credit contagion , power laws , Threshold rules , Portfolio losses , Mean-field interaction , Branchingprocesses

Journal title :

Journal of Economic Behavior and Organization

Serial Year :

2007

Journal title :

Journal of Economic Behavior and Organization

Record number :

180482

Link To Document :