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    MANSCI
    2007
    107views more  MANSCI 2007»
    Credit Risk in a Network Economy
    13 years 11 months ago
    Credit Risk in a Network Economy
    Download  www-scf.usc.edu
    We develop a structural model of credit risk in a network economy, where any firm can lend to any other firm, so that each firm is subject to counterparty risk either from dire...
    Didier Cossin, Henry Schellhorn
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