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In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question is relevant for policy, since these subsets are likely...
Persistent link: https://www.econbiz.de/10009731380
In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question is relevant for policy, since these subsets are likely...
Persistent link: https://www.econbiz.de/10009611459
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Japan. Data are drawn from Eurostat. The elaboration of these panel data is made feasible by means of the Eviews software …
Persistent link: https://www.econbiz.de/10013098060
participants are restricted to financial institutions domiciled in Japan. We analyze the systemic risk implied in Japanese …
Persistent link: https://www.econbiz.de/10013032879
Persistent link: https://www.econbiz.de/10012179161
In this paper the authors focus on credit connections as a potential source of systemic risk. In particular, they seek to answer the following question: how do we find densely connected subsets of nodes within a credit network? The question is relevant for policy, since these subsets are likely...
Persistent link: https://www.econbiz.de/10010312011
Persistent link: https://www.econbiz.de/10011911227