Connecting the dots: the network nature of shocks propagation in credit markets
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More about this item
Keywords
credit markets; shocks propagation; networks; identification;All these keywords.
JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- L14 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Transactional Relationships; Contracts and Reputation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2024-03-18 (Computational Economics)
- NEP-ECM-2024-03-18 (Econometrics)
- NEP-NET-2024-03-18 (Network Economics)
- NEP-URE-2024-03-18 (Urban and Real Estate Economics)
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