Jiefang Yu

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Default Contagion and Systemic Risk in Loan Guarantee Networks

Accounting & Finance, Vol. 59, pp. 1923-1946, 2019
Number of pages: 24 Posted: 19 Mar 2020
Zhejiang University, affiliation not provided to SSRN, EBS Business School, University of Trento - Department of Economics and Management and affiliation not provided to SSRN
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Abstract:

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Loan guarantee network, SMEs financing, Default contagion, Systemic risk, Stress testing