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Abstract and Applied Analysis
Volume 2014, Article ID 456764, 10 pages
http://dx.doi.org/10.1155/2014/456764
Research Article

Complex Dynamics of Credit Risk Contagion with Time-Delay and Correlated Noises

1School of Economics and Management, Nanjing Tech. University, Nanjing 211816, China
2School of Management and Engineering, Nanjing University, Nanjing 210093, China
3School of Economics and Management, Southeast University, Nanjing 211189, China

Received 26 September 2013; Accepted 27 January 2014; Published 20 March 2014

Academic Editor: Leszek Gasinski

Copyright © 2014 Tingqiang Chen et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Citations to this Article [5 citations]

The following is the list of published articles that have cited the current article.

  • Carlo Bianca, Luca Guerrini, and Annie Lemarchand, “Existence of Solutions of a Partial Integrodifferential Equation with Thermostat and Time Delay,” Abstract and Applied Analysis, vol. 2014, pp. 1–7, 2014. View at Publisher · View at Google Scholar
  • Carlo Bianca, and Luca Guerrini, “Hopf bifurcations in a delayed microscopic model of credit risk contagion,” Applied Mathematics and Information Sciences, vol. 9, no. 3, pp. 1493–1497, 2015. View at Publisher · View at Google Scholar
  • Tingqiang Chen, Jianmin He, and Xindan Li, “An evolving network model of credit risk contagion in the financial market,” Technological and Economic Development of Economy, vol. 23, no. 1, pp. 22–37, 2016. View at Publisher · View at Google Scholar
  • Tingqiang Chen, Binqing Xiao, and Haifei Liu, “Credit Risk Contagion in an Evolving Network Model Integrating Spillover Effects and Behavioral Interventions,” Complexity, vol. 2018, pp. 1–16, 2018. View at Publisher · View at Google Scholar
  • Tingqiang Chen, Jiepeng Wang, Haifei Liu, and Yuanping He, “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, vol. 520, pp. 458–480, 2019. View at Publisher · View at Google Scholar