Does default pecking order impact systemic risk? : evidence from Brazilian data
Year of publication: |
[2021]
|
---|---|
Authors: | Alexandre, Michel ; Silva, Thiago Christiano ; Michalak, Krzysztof ; Rodrigues, Francisco A. |
Publisher: |
Brasília, DF, Brazil : Banco Central do Brasil |
Subject: | systemic risk | default pecking order | complex networks | Brasilien | Brazil | Systemrisiko | Systemic risk | Kapitalstruktur | Capital structure | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Finanzkrise | Financial crisis |
-
Does the default pecking order impact systemic risk? : evidence from Brazilian data
Alexandre, Michel, (2023)
-
No-arbitrage pricing under systeme risk : accounting for cross-ownership
Fischer, Tom, (2014)
-
Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A., (2013)
- More ...
-
Does the default pecking order impact systemic risk? : evidence from Brazilian data
Alexandre, Michel, (2023)
-
The role of (non-)topological features as drivers of systemic risk: a machine learning approach
Alexandre, Michel, (2021)
-
Nestedness in the Brazilian financial system
Alexandre, Michel, (2022)
- More ...