Showing 1 - 10 of 15
Direct contagion has been widely studied in recent years and little evidence has been found to be relevant to the study of systemic risk. However, we argue that this limited contagion effect might be associated with a lack of relevant data. A common assumption for the estimation of the matrices...
Persistent link: https://www.econbiz.de/10010680651
Persistent link: https://www.econbiz.de/10014535127
Persistent link: https://www.econbiz.de/10013410704
Persistent link: https://www.econbiz.de/10011547928
Persistent link: https://www.econbiz.de/10012495869
Persistent link: https://www.econbiz.de/10012270601
Persistent link: https://www.econbiz.de/10011634799
Persistent link: https://www.econbiz.de/10012163623
Persistent link: https://www.econbiz.de/10011744463
Persistent link: https://www.econbiz.de/10014535454