5-2-1, Kinuta
Setagaya
Tokyo, 1578570
Japan
Nihon University
COVID–19; risk contagion; susceptible-infected-recovered-dead (SIRD) model; correlation-based network; stock market; net cash
COVID-19; Sovereign credit default swap (CDS); Default probability; Correlation-based network. Fiscal policy
COVID-19; Composite stock index; Sector and regional analysis; Dynamic conditional correlation (DCC); Multivariate GARCH
REIT; investment corporation; credit risk; double default; centrality measure
credit rating migration risk; corporate lending; interconnectedness; centrality measure; credit value at risk and expected shortfall
COVID-19; composite stock index; sector and regional analysis; complex network theory
Syndicated loan; REIT; interconnectedness; credit risk; systemic risk; stress test