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Search: subject:"Ansteckungseffekt"
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Credit risk
EU-Staaten
Ansteckungseffekt
3,740
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2,268
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Memmel, Christoph
10
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8
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8
Pelizzon, Loriana
8
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8
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8
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7
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5
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5
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4
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4
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4
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15
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10
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ECONIS (ZBW)
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EconStor
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81
A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model
Ge, Shuyi
-
2020
Persistent link: https://www.econbiz.de/10013206477
Saved in:
82
Systemic risk-shifting in financial networks
Elliott, Matthew
;
Georg, Co-Pierre
;
Hazell, Jonathon
-
2020
Persistent link: https://www.econbiz.de/10013205466
Saved in:
83
An analytic approach To network-based modelling for contagious defaults
Jun Park, Jong
;
Jang, Hyun Jin
- In:
Finance research letters
44
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014494696
Saved in:
84
Vanishing contagion spreads
Duarte, Diogo
;
Prieto, Rodolfo
;
Rindisbacher, Marcel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 740-772
Persistent link: https://www.econbiz.de/10012821251
Saved in:
85
Default count-based network models for credit contagion
Agosto, Arianna
;
Ahelegbey, Daniel Felix
- In:
Journal of the Operational Research Society
73
(
2022
)
1
,
pp. 139-152
Persistent link: https://www.econbiz.de/10012872894
Saved in:
86
Market microstructure, creditor action, and contagion
Husain, Tehreem
(
ed.
);
Coffman, D'Maris
(
ed.
)
-
2022
Persistent link: https://www.econbiz.de/10012815546
Saved in:
87
Assessing systemic fragility : a probabilistic perspective
Radev, Deyan
- In:
Journal of risk
25
(
2022
)
2
,
pp. 47-74
Persistent link: https://www.econbiz.de/10014342462
Saved in:
88
Pricing of debt and equity in a financial network with comonotonic endowments
Banerjee, Tathagata
;
Feinstein, Zachary
- In:
Operations research
70
(
2022
)
4
,
pp. 2085-2100
Persistent link: https://www.econbiz.de/10013366423
Saved in:
89
Sovereign and bank dependence in the eurozone : a multi-scale approach using wavelet-network analysis
Bales, Stephan
- In:
International review of financial analysis
83
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013460829
Saved in:
90
BREXIT : equity market contagion and transmission channels
Ayadi, Ahmed
- In:
Applied economics
54
(
2022
)
34
,
pp. 3933-3952
Persistent link: https://www.econbiz.de/10013410855
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