搜索结果: 1-1 共查到“经济学 credit contagion”相关记录1条 . 查询时间(0.069 秒)
Credit Contagion from Counterparty Risk
Standard credit risk models observed clustering of default credit contagion direct counterparty effects
2011/8/22
Standard credit risk models cannot explain the observed clustering of default, sometimes described as “credit contagion.” This paper provides the first empirical analysis of credit contagion via direc...