Concepedia

Credit risk and financial integration: An application of network analysis

Mita Bhattacharya, John Nkwoma Inekwe, Maria Rebecca Valenzuela

International Review of Financial Analysis · 2020 · 38 citations · 71 references

Concepts

BusinessFinanceRisk ManagementFinancial EconomicsFinancial Risk ManagementRisk AnalysisCredit MarketsCredit RiskCredit Risk AssessmentFinancial IntermediationFinancial RiskRisk-return AnalysisBanking Sector InterconnectednessBayesian Network AnalysisCredit Risk AnalyticsCredit Risk ControlCross-border Financial IntegrationInterbank Network ModelingNonlinear Network Analysis

References

71

Another look at the instrumental variable estimation of error-components models

Manuel Arellano, Olympia Bover · Journal of Econometrics · 1995 · 19.6K citations

Social Sciences, Biostatistics, Economics +17

Authoritative sources in a hyperlinked environment

Jon Kleinberg · Journal of the ACM · 1999 · 9.1K citations · Full text

Computing, Computer Science, Information Systems +11

Financial Intermediation, Loanable Funds, and The Real Sector

Bengt Holmström, J. Tirole · The Quarterly Journal of Economics · 1997 · 4K citations · Full text

Business, Business Economics, Economics +8

Networks: an introduction

Choice Reviews Online · 2011 · 2.8K citations

Generalized reduced rank tests using the singular value decomposition

Frank Kleibergen, Richard Paap · Journal of Econometrics · 2005 · 2.7K citations

Computing, Biostatistics, Financial Econometrics +7