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Measuring bank contagion in Europe using binary spatial regression models
16 references·0 citing·42 second hop
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2009Introduction to Spatial Econometrics5,542 cited
  • 2008An Introduction to Spatial Econometrics3,000 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2004CAViaR2,210 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2014Financial Networks and Contagion1,222 cited
  • 1992Managerial Applications of Neural Networks: The Case of Bank Failure Predictions1,121 cited
  • 2002Under the hood Issues in the specification and interpretation of spatial regression models974 cited
  • 2002Under the hood Issues in the specification and interpretation of spatial regression models950 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2004Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?666 cited
  • 2003The Unholy Trinity of Financial Contagion619 cited
  • 2010Simulation methods to assess the danger of contagion in interbank markets

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613 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited
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