Showing 1 - 10 of 32
We investigate systemic risk and how financial contagion propagates within the euro area banking system by employing the Maximum Entropy method. The study captures multiple snapshots of a dynamic financial network and uses counterfactual simulations to propagate shocks emerging from three...
Persistent link: https://www.econbiz.de/10012972798
Persistent link: https://www.econbiz.de/10011584245
Persistent link: https://www.econbiz.de/10012385033
Persistent link: https://www.econbiz.de/10012512459
Persistent link: https://www.econbiz.de/10011441281
Persistent link: https://www.econbiz.de/10011919795
Persistent link: https://www.econbiz.de/10013552637
Persistent link: https://www.econbiz.de/10014340872
Persistent link: https://www.econbiz.de/10011868686
Persistent link: https://www.econbiz.de/10014288957