Showing 1 - 10 of 105
area sovereign debt crises. We find that macro and default-specific world factors are a primary source of default …
Persistent link: https://www.econbiz.de/10010484886
Persistent link: https://www.econbiz.de/10010433958
Persistent link: https://www.econbiz.de/10002190092
Persistent link: https://www.econbiz.de/10000901419
We propose to pool alternative systemic risk rankings for financial institutions using the method of principal components. The resulting overall ranking is less affected by estimation uncertainty and model risk. We apply our methodology to disentangle the common signal and the idiosyncratic...
Persistent link: https://www.econbiz.de/10010532581
Persistent link: https://www.econbiz.de/10010433954
Persistent link: https://www.econbiz.de/10001926575
Persistent link: https://www.econbiz.de/10002520119
Persistent link: https://www.econbiz.de/10003939777
Persistent link: https://www.econbiz.de/10003939778