European Systemic Credit Risk Transmission Using Dynamic Bayesian Networks
Year of publication: |
2022
|
---|---|
Authors: | Ballester, Laura ; López, Jesúa ; Pavia, Jose Manuel |
Publisher: |
[S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Bayes-Statistik | Bayesian inference | EU-Staaten | EU countries | Risikomanagement | Risk management |
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