Cargando…
Spatial Regression Models to Improve P2P Credit Risk Management
Calabrese et al. (2017) have shown how binary spatial regression models can be exploited to measure contagion effects in credit risk arising from bank failures. To illustrate their methodology, the authors have employed the Bank for International Settlements' data on flows between country banki...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Frontiers Media S.A.
2019
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7861317/ https://www.ncbi.nlm.nih.gov/pubmed/33733095 http://dx.doi.org/10.3389/frai.2019.00006 |