Contagion in Financial Systems: A Bayesian Network Approach (Q4635241)
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scientific article; zbMATH DE number 6860067
Language | Label | Description | Also known as |
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English | Contagion in Financial Systems: A Bayesian Network Approach |
scientific article; zbMATH DE number 6860067 |
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Contagion in Financial Systems: A Bayesian Network Approach (English)
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16 April 2018
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Bayesian network
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financial contagion
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measure of systemic risk
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multivariate default risk
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probability of default
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structural default risk model
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systemic risk
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