Stress testing the unknown : the impact of network reconstruction on systemic risk estimates
Year of publication: |
2019
|
---|---|
Authors: | Wöbbeking, Carl Fabian |
Published in: |
Essays in risk and finance. - Frankfurt am Main. - 2019, p. 66-92
|
Subject: | systemic risk | network reconstruction | bank network structure | contagion | Systemrisiko | Systemic risk | Unternehmensnetzwerk | Business network | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Soziales Netzwerk | Social network | Netzwerk | Network |
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