A dynamic network model to measure exposure concentration in the Austrian interbank market

DOI10.1007/s10260-023-00712-2MaRDI QIDQ6122777

Juraj Hledík, Riccardo Rastelli

Publication date: 1 March 2024

Published in: Statistical Methods and Applications (Search for Journal in Brave)

zbMATH Keywords

Bayesian inferencedynamic networkslatent variable modelssystemic riskAustrian interbank market

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Network topology of the interbank market
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