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Keywords: Risk contagion
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Journal Articles
Journal:
Industrial Management & Data Systems
Industrial Management & Data Systems (2020) 120 (7): 1287–1307.
Published: 24 February 2020
...Yuan Cao; Desheng Wu; Lei Li Purpose Non-financial corporate debt is one of the important sources of systematic risk in the real economy. Assessing a measure of systematic risk in corporation debt is currently a key challenge. In this regard, we propose a two-tier risk contagion networks model...
