1. What have the authors contributed in "Contagious loan default∗" ?
In this paper, the authors investigated the role of geographic spillovers in transmitting credit risk by applying a Cox regression model to a large panel dataset of group loans in Mexico from 2012 to 2017.
read more
2. What are the future works mentioned in the paper "Contagious loan default∗" ?
Future research could explore underlying transmission effects of credit risk and to what extent they reflect, or perhaps cause, credit risk contagion.. Data from previous repayment crises might be harnessed to assess whether geographic spillovers can be used to forecast a crisis.
read more

