Defaulting firms and systemic risks in financial networks : a normative approach
Year of publication: |
2020
|
---|---|
Authors: | Houy, Nicolas ; Jouneau, Frédéric ; Le Grand, François |
Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 70.2020, 2, p. 503-526
|
Subject: | Credit risk | Systemic risk | Clearing system | Financial system | Kreditrisiko | Systemrisiko | Finanzkrise | Financial crisis | Theorie | Theory | Finanzsystem | Finanzsektor | Financial sector |
-
Systemic risk in financial systems : a feedback approach
Silva, Thiago Christiano, (2017)
-
Measuring the systemic risk in indirect financial networks
Cao, Jie, (2022)
-
Topological properties of reconstructed credit networks and banking systemic risk
Wang, Chao, (2023)
- More ...
-
Disapprobation between Bayesian Inferences : Definition and Examples
JOUNEAU, Frédéric, (1996)
-
Estimation of a latent linear model based on the rank statistics of the dependent variable.
BROZE, Laurence, (1997)
-
Geometric versus arithmetic random walk. The case of trended variables
GUERRE, Emmanuel,
- More ...