Systemic Risk Modeling: How Theory Can Meet Statistics
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Cited by:
- Subhash Karmakar & Gautam Bandyopadhyay & Jayanta Nath Mukhopadhyay, 2024. "Systemic Risk in Indian Financial Institutions: A Probabilistic Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(3), pages 579-656, September.
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Keywords
WP; central bank;NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2020-07-27 (Banking)
- NEP-CBA-2020-07-27 (Central Banking)
- NEP-RMG-2020-07-27 (Risk Management)
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