Loss distribution of interbank contagion risk
Shouwei Li, Xin Sui and Tao Xu
| Year of publication: |
2015
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|---|---|
| Authors: | Li, Shouwei ; Sui, Xin ; Xu, Tao |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 10/12, p. 830-834
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| Subject: | contagion risk | loss distribution | default probability | market structure | Finanzdienstleistung | Financial services | Theorie | Theory | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk | Verlust | Loss | Bankrisiko | Bank risk | Wahrscheinlichkeitsrechnung | Probability theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011286074