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~subject:"Credit risk"
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Credit risk
network models
55
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29
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24
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Greenwood-Nimmo, Matthew
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Shin, Yongcheol
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Viet Hoang Nguyen
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Mesters, Geert
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Pezzola, Annagiulia
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Barcelona GSE working paper series : working paper
1
Journal of economic interaction and coordination : JEIC
1
Journal of financial stability
1
Melbourne Institute working paper series
1
Review of quantitative finance and accounting
1
The journal of credit risk : published quarterly by Incisive Media
1
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ECONIS (ZBW)
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1
Dangerous liasons and hot customers for banks
Cerqueti, Roy
;
Pampurini, Francesca
;
Pezzola, Annagiulia
; …
- In:
Review of quantitative finance and accounting
59
(
2022
)
1
,
pp. 65-89
Persistent link: https://www.econbiz.de/10013459260
Saved in:
2
What is mine is yours : sovereign risk transmission during the European debt crisis
Greenwood-Nimmo, Matthew
;
Viet Hoang Nguyen
;
Shin, Yongcheol
- In:
Journal of financial stability
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014289936
Saved in:
3
What's mine is yours : sovereign risk transmission during the European Debt Crisis
Greenwood-Nimmo, Matthew
;
Viet Hoang Nguyen
;
Shin, Yongcheol
-
2017
Persistent link: https://www.econbiz.de/10011699096
Saved in:
4
Detecting granular time series in large panels
Brownlees, Christian
;
Mesters, Geert
-
2017
Persistent link: https://www.econbiz.de/10011779238
Saved in:
5
Robustness of banking networks to idiosyncratic and systemic shocks : a network-based approach
Steinbacher, Matjaž
;
Steinbacher, Mitja
;
Steinbacher, Matej
- In:
Journal of economic interaction and coordination : JEIC
11
(
2016
)
1
,
pp. 95-117
Persistent link: https://www.econbiz.de/10011486189
Saved in:
6
How banks' capital ratio and size affect the stability of the banking system : a simulation-based study
Steinbacher, Mitja
;
Steinbacher, Matjaz
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 59-92
Persistent link: https://www.econbiz.de/10011298491
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