The spatial \textit{probit} model--an application to the study of banking crises at the end of the 1990's

DOI10.1016/J.PHYSA.2014.07.044zbMath1402.91933OpenAlexW1985377568MaRDI QIDQ1783163

Andrea Amaral, Margarida Abreu, Victor Mendes

Publication date: 20 September 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2014.07.044

zbMATH Keywords

banking crisescontagionspatial \textit{probit}

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

Uses Software

• Arc_Mat

Cites Work

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• Monte-Carlo evaluation of multivariate normal probabilities
• Identification of Endogenous Social Effects: The Reflection Problem

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