Pages that link to "Item:Q2520730"
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The following pages link to Leveraging the network: a stress-test framework based on debtrank (Q2520730):
Displaying 10 items.
- Incorporating contagion in portfolio credit risk models using network theory (Q680825) (← links)
- Reconstruction methods for networks: the case of economic and financial systems (Q1632525) (← links)
- Monitoring vulnerability and impact diffusion in financial networks (Q1655627) (← links)
- Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach (Q1657178) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
- Adjustable network reconstruction with applications to CDS exposures (Q2001099) (← links)
- Interconnected banks and systemically important exposures (Q2054852) (← links)
- Contagion accounting in stress-testing (Q2136957) (← links)
- The price of complexity in financial networks (Q2962342) (← links)
- Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (Q6148815) (← links)