Bank credit risk networks : evidence from the Eurozone
Year of publication: |
2021
|
---|---|
Authors: | Brownlees, Christian ; Hans, Christina ; Nualart, Eulalia |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 117.2021, p. 585-599
|
Subject: | Networks | CDS | Credit risk | Lasso | Kreditrisiko | Eurozone | Euro area | Kreditderivat | Credit derivative | EU-Staaten | EU countries | Unternehmensnetzwerk | Business network |
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