Systemic Risk Diagnostics
| Year of publication: |
2010-10-18
|
|---|---|
| Authors: | Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan |
| Institutions: | Tinbergen Institute |
| Subject: | financial crisis | systemic risk | credit portfolio models | frailty-correlated defaults | state space methods |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 10-104/DSF 2 |
| Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; C33 - Models with Panel Data |
| Source: |
Persistent link: https://www.econbiz.de/10008679878