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Credit risk spillovers, systemic importance and vulnerability in financial networks. (2015). Grinis, Inna.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:60954.

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  1. Measuring systemic risk and contagion in the European financial network. (2022). Tafakori, Laleh ; Rastelli, Riccardo ; Pourkhanali, Armin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02135-y.

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  2. CoRisk: Credit Risk Contagion with Correlation Network Models. (2018). Parisi, Laura ; Giudici, Paolo.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:3:p:95-:d:169274.

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References

References cited by this document

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  2. Do Financial Markets Reward Government Spending Efficiency?. (2021). Jalles, Joao ; Afonso, Antonio ; Venancio, Ana.
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  3. The Effect of the Macroeconomic Determinants on Sovereign Credit Rating of Turkey. (2018). Aras, Osman Nuri ; Ozturk, Mustafa.
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  4. The Transparency of Credit Ratings – Reconstruction of Hungary’s Sovereign Rating. (2018). Hajnal, Gabor ; Szucs, Nora .
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  7. Subjectivity in sovereign credit ratings. (2018). Luitel, Prabesh ; Vanpee, Rosanne ; Van Pee, Rosanne ; Sercu, Piet ; de Moor, Lieven.
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  8. Sovereign credit rating determinants under financial crises. (2018). , Joo ; Jose , ; Manuel, .
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  9. Are credit rating agencies regionally biased?. (2018). Yalta, Talha A.
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  11. Why they keep missing: An empirical investigation of rational inattention of rating agencies. (2017). von Schweinitz, Gregor ; El-Shagi, Makram.
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  12. Credit Rating Downgrades and Sudden Stops of Capital Flows in the Eurozone. (2017). Ioannou, Stefanos.
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  13. Lack of Efficiency Slows Down Growth. (2017). Tichy, Gunther.
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