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Search: subject:"Credit contagion"
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Kreditrisiko
6
credit contagion
6
Credit contagion
5
Credit risk
5
Ansteckungseffekt
4
Contagion effect
4
Theorie
4
portfolio losses
4
voter model
4
Financial crisis
3
Finanzkrise
3
Theory
3
Bernoulli mixture model
2
Business network
2
Choquet theory
2
Credit
2
Credit Contagion
2
Financial services
2
Finanzdienstleistung
2
Insolvency
2
Insolvenz
2
Interbank Network
2
Kredit
2
Moral Hazard
2
NPL
2
Portfolio-Management
2
Trade credit
2
Unternehmensnetzwerk
2
cyclical correlation
2
ergodic decomposition
2
re-scaling
2
Alpha-criticality index
1
Asymptotic (in)dependence
1
Asymptotic analysis
1
Bank
1
Bank lending
1
Bank liquidity
1
Bankenkrise
1
Bankenliquidität
1
Banking crisis
1
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Free
7
Undetermined
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Article
8
Book / Working Paper
5
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6
Aufsatz in Zeitschrift
6
Working Paper
2
Article
1
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English
9
Undetermined
4
Author
All
Giesecke, Kay
4
Weber, Stefan
4
Jović, Željko
2
Steinbacher, Matej
2
Steinbacher, Mitja
2
Đaković, Milena Lutovac
2
Bastos, Rafael
1
Fenner, Arved
1
Kraiselburd, Santiago
1
Li, Tangrong
1
Oliva, Rogelio
1
Pindado, Julio
1
Serrano, Alejandro
1
Steinbacher, Matjaz
1
Steinbacher, Matjaž
1
Sun, Xuchu
1
Vollmar, Steffen
1
Wei, Li
1
Yuan, Zhongyi
1
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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SFB 373 Discussion Paper
2
SFB 373 Discussion Papers
2
Insurance / Mathematics & economics
1
Journal of Business Research
1
Journal of Central Banking Theory and Practice
1
Journal of central banking theory and practice
1
Journal of economic interaction and coordination : JEIC
1
Journal of operations management
1
MPRA Paper
1
Pacific-Basin finance journal
1
The journal of credit risk : published quarterly by Incisive Media
1
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ECONIS (ZBW)
6
RePEc
4
EconStor
3
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1
Interbank network as a channel of
credit
contagion
in banks: Is moral hazard transferable?
Jović, Željko
;
Đaković, Milena Lutovac
- In:
Journal of Central Banking Theory and Practice
11
(
2022
)
3
,
pp. 117-135
impulse to spread
credit
contagion
. …
Persistent link: https://www.econbiz.de/10014558410
Saved in:
2
Interbank network as a channel of
credit
contagion
in banks : is moral hazard transferable?
Jović, Željko
;
Đaković, Milena Lutovac
- In:
Journal of central banking theory and practice
11
(
2022
)
3
,
pp. 117-135
impulse to spread
credit
contagion
. …
Persistent link: https://www.econbiz.de/10013407507
Saved in:
3
Credit
contagion
risk in German auto loans
Fenner, Arved
;
Vollmar, Steffen
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
4
,
pp. 59-99
Persistent link: https://www.econbiz.de/10014490061
Saved in:
4
Is controlling shareholders' credit risk contagious to firms? : evidence from China
Li, Tangrong
;
Sun, Xuchu
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463615
Saved in:
5
Risk propagation through payment distortion in supply chains
Serrano, Alejandro
;
Oliva, Rogelio
;
Kraiselburd, Santiago
- In:
Journal of operations management
58/59
(
2018
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011883893
Saved in:
6
Credit
Contagion
in Financial Markets: A Network-Based Approach
Steinbacher, Matjaz
;
Steinbacher, Mitja
;
Steinbacher, Matej
-
Volkswirtschaftliche Fakultät, …
-
2013
We propose a network-based model of
credit
contagion
and examine the e�ects of idiosyncratic and systemic shocks to …
Persistent link: https://www.econbiz.de/10011258207
Saved in:
7
The loss given default of a low-default portfolio with weak contagion
Wei, Li
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 113-123
Persistent link: https://www.econbiz.de/10011442721
Saved in:
8
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:
9
Trade credit during a financial crisis: A panel data analysis
Bastos, Rafael
;
Pindado, Julio
- In:
Journal of Business Research
66
(
2013
)
5
,
pp. 614-620
-risk firms postpone suppliers' payments to avoid insolvency. These results can be interpreted as evidence of a
credit
contagion
…
Persistent link: https://www.econbiz.de/10010636386
Saved in:
10
Cyclical correlations,
credit
contagion
, and portfolio losses
Giesecke, Kay
;
Weber, Stefan
-
2003
common (macro-) economic factors;
credit
contagion
phenomena are associated with the local interaction of firms with their …
Persistent link: https://www.econbiz.de/10010296447
Saved in:
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