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pro vyhledávání: '"Multivariate DensityOptimization"'
We propose the CoJPoD, a novel framework explicitly linking the cross-sectional and cyclical dimensions of systemic risk. In this framework, banking sector distress in the form of the joint probability of default of financial intermediaries (reflecti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::1a52d44bbc63f05e6beabaa9d2d28584
https://hdl.handle.net/10419/269105
https://hdl.handle.net/10419/269105
