Credit Contagion Channels: Market Microstructure Evidence from Lehman Brothers’ Bankruptcy

Citations

Cited by:

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12. Chen, Tingqiang & Wang, Jiepeng & Liu, Haifei & He, Yuanping, 2019. "Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing attachment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 458-480.
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18. Frank Thinggaard & Jan Bartholdy, 2025. "Does the Disclosure of Proprietary Information About Loan Losses Pose a Threat to Financial Stability?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 68(3), pages 343-379, December.
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27. Qian Qian & Yang Yang & Zong-Fang Zhou, 2019. "Research on Trade Credit Spreading and Credit Risk within the Supply Chain," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 389-411, January.