Can bank-specific variables predict contagion effects?
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Publication:4555183
DOI10.1080/14697688.2017.1357974zbMath1402.91860OpenAlexW3123605279MaRDI QIDQ4555183
Stefan Kerbl, Michael Sigmund, Christoph Siebenbrunner
Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2017.1357974
Applications of statistics to economics (62P20) Statistical methods; risk measures (91G70) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Credit risk (91G40)
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Cites Work
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