Measuring business sector concentration by an infection model
Year of publication: |
2006
|
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Authors: | Düllmann, Klaus |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Kreditrisiko | Wirtschaftskonzentration | Value at Risk | Kreditwürdigkeit | Spillover-Effekt | Schätzung | Theorie | Deutschland | Kreditkonzentration | asset correlation | concentration risk | credit risk | multi-factor model | value-at-risk |
Series: | Discussion Paper Series 2 ; 2006,03 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 512740860 [GVK] hdl:10419/19751 [Handle] RePEc:zbw:bubdp2:4359 [RePEc] |
Classification: | C20 - Econometric Methods: Single Equation Models. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Measuring Business Sector Concentration by an Infection Model
Duellmann, Klaus, (2016)
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Measuring business sector concentration by an infection model
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