European systemic credit risk transmission using Bayesian networks-Reference-Cited by-同舟云学术

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European systemic credit risk transmission using Bayesian networks

Published:2023-04 Issue: Volume:65 Page:101914
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Ballester Laura,López Jesúa,Pavía Jose M.

Funder

Fundación Ramon Areces

Gobierno de España Ministerio de Ciencia e Innovación

Generalitat Valenciana Conselleria de Sanitat

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference49 articles.

1. Systemic sovereign credit risk: Lessons from the US and Europe;Ang;J. Monet. Econ.,2013

2. Partial correlation and conditional correlation as measures of conditional independence;Baba;Aust. N. Z. J. Stat.,2004

3. Linkage dynamics of sovereign credit risk and financial markets: a bibliometric analysis;Bajaj;Res. Int. Bus. Financ.,2022

4. Bank fragility and contagion: evidence from the bank CDS market;Ballester;J. Empir. Financ.,2016

5. A systematic review of sovereign connectedness on emerging economies;Ballester;Int. Rev. Financ. Anal.,2019

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