Systemic risk diagnostics: coincident indicators and early warning signals
Year of publication: |
2011-04
|
---|---|
Authors: | Schwaab, Bernd ; Koopman, Siem Jan ; Lucas, André |
Institutions: | European Central Bank |
Subject: | credit portfolio models | financial crisis | frailty-correlated defaults | state space methods | systemic risk |
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Schwaab, Bernd, (2010)
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Systemic risk diagnostics: coincident indicators and early warning signals
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