Pages that link to "Item:Q1623965"
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The following pages link to Towards a credit network based early warning indicator for crises (Q1623965):
Displaying 12 items.
- Guarantee network model and risk contagion (Q722993) (← links)
- Leveraged network-based financial accelerator (Q900392) (← links)
- Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data (Q1620420) (← links)
- Introduction special issue crises and complexity (Q1623957) (← links)
- Emergent dynamics of a macroeconomic agent based model with capital and credit (Q1623959) (← links)
- Evaluating systemic risk using bank default probabilities in financial networks (Q1656783) (← links)
- Measuring the covariance risk of consumer debt portfolios (Q2002659) (← links)
- Financial fragility and credit risk: a simulation model (Q2094492) (← links)
- Macroeconomic dynamics of assets, leverage and trust (Q2819425) (← links)
- Financial crisis dynamics: attempt to define a market instability indicator (Q2873555) (← links)
- Detecting early warning signals of financial crisis in spatial endogenous credit model using patch-size distribution (Q6167687) (← links)
- TRADE CREDIT NETWORK WITH A GUARANTEE MECHANISM AND RISK CONTAGION (Q6203297) (← links)