Daniele Signori

Simon Fraser University (SFU)

8888 University Drive

Burnaby, British Columbia V5A 1S6

Canada

  • Simon Fraser University (SFU)

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Economic Links and Counterparty Risk

Number of pages: 27 Posted: 16 Mar 2012 Last Revised: 22 Mar 2012
Daniele Signori and Ramazan Gencay
Simon Fraser University (SFU) and Simon Fraser University
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Abstract:

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NARMA, network autoregression, counterparty risk, corporate credit spreads, supply networks