Evaluating systemic risk using bank default probabilities in financial networks
作者： Sergio Rubens Stancato de Souza , Thiago Christiano Silva , Benjamin Miranda Tabak , Solange Maria Guerra
DOI: 10.1016/J.JEDC.2016.03.003
关键词:
摘要: … review on contagion and systemic risk models, emphasizing the network-based ones. In Section 3, we discuss the main contribution of this paper: the systemic risk framework. In Section …
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researchgate.net 参考文章(57)
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