Credit risk interconnectedness: What does the market really know?-Reference-Cited by-同舟云学术

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Credit risk interconnectedness: What does the market really know?

Published:2017-04 Issue: Volume:29 Page:1-12
ISSN:1572-3089
Container-title:Journal of Financial Stability
language:en
Short-container-title:Journal of Financial Stability

Author:

Abbassi Puriya,Brownlees Christian,Hans Christina,Podlich Natalia

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,Finance

Reference38 articles.

1. Measuring systemic risk;Acharya;Rev. Financ. Stud.,2016

2. CoVar;Adrian;Am. Econ. Rev.,2016

3. Financial Connections and Systemic Risk;Allen,2012

4. Systemic sovereign credit risk: lessons from the U.S. and Europe;Ang;J. Monet. Econ.,2013

5. NETS: Network Estimation for Time Series. Barcelona Graduate School of Economics Working Papers, 723;Barigozzi,2013

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2. Independent Directors’ Connectedness and Bank Risk-Taking;Journal of Financial Stability;2024-09

3. Bayesian Systemic Risk Analysis using Latent Space Network Models;Data Science in Science;2024-07-30

4. Leveraged finance exposure in the banking system: Systemic risk and interconnectedness;Journal of International Financial Markets, Institutions and Money;2024-01

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