Measuring the covariance risk of consumer debt portfolios
type: Item
instance of: scholarly article
title: Measuring the covariance risk of consumer debt portfolios
zbMATH Open document ID: 1458.62249
author: Carlos Madeira
publication date: 2019-07-12T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91G40
zbMATH DE Number: 7080140
zbMATH Keywords: consumer credit
zbMATH Keywords: default risk
zbMATH Keywords: business cycle fluctuations
MaRDI profile type: MaRDI publication profile
full work available at URL: j.jedc.2019.05.005
OpenAlex ID: W2972761065
cites work: Credit chains and bankruptcy propagation in production networks
cites work: Agent based-stock flow consistent macroeconomics: towards a benchmark model
cites work: Towards a credit network based early warning indicator for crises
cites work: Common failings: how corporate defaults are correlated
cites work: The financial accelerator in an evolving credit network
cites work: Introduction special issue crises and complexity
cites work: Learning and the dynamics of consumer unsecured debt and bankruptcies
cites work: Leveraged network-based financial accelerator
Wikidata QID: Q127870775
DOI: 10.1016/J.JEDC.2019.05.005
published in: Journal of Economic Dynamics and Control
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copyright license: Creative Commons Attribution 4.0 International
description: scientific article; zbMATH DE number 7080140