Matches in SemOpenAlex for { <https://semopenalex.org/work/W2779893672> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W2779893672 abstract "Financial networks are an important source of systemic risk, but often only partial network information is available. In this paper, we use data on bank-firm credit relationships in Japan and conduct a horse race between different network reconstruction methods in terms of their ability to reproduce the actual credit networks. We then compare the different reconstruction methods in terms of their implied systemic risk levels. In most instances we find that the observed credit network significantly displays the highest systemic risk level. Lastly, we explore different policies to improve the robustness of the system. JEL Classification: G11, G20, G21, G28, G32" @default.
- W2779893672 created "2018-01-05" @default.
- W2779893672 creator A5031757734 @default.
- W2779893672 creator A5043588483 @default.
- W2779893672 creator A5072560560 @default.
- W2779893672 date "2018-09-01" @default.
- W2779893672 modified "2023-09-27" @default.
- W2779893672 title "Reconstructing and stress testing credit networks" @default.
- W2779893672 hasPublicationYear "2018" @default.
- W2779893672 type Work @default.
- W2779893672 sameAs 2779893672 @default.
- W2779893672 citedByCount "0" @default.
- W2779893672 crossrefType "posted-content" @default.
- W2779893672 hasAuthorship W2779893672A5031757734 @default.
- W2779893672 hasAuthorship W2779893672A5043588483 @default.
- W2779893672 hasAuthorship W2779893672A5072560560 @default.
- W2779893672 hasConcept C104317684 @default.
- W2779893672 hasConcept C139719470 @default.
- W2779893672 hasConcept C144133560 @default.
- W2779893672 hasConcept C144587487 @default.
- W2779893672 hasConcept C162118730 @default.
- W2779893672 hasConcept C162324750 @default.
- W2779893672 hasConcept C178350159 @default.
- W2779893672 hasConcept C199360897 @default.
- W2779893672 hasConcept C2776760741 @default.
- W2779893672 hasConcept C2778300220 @default.
- W2779893672 hasConcept C41008148 @default.
- W2779893672 hasConcept C55493867 @default.
- W2779893672 hasConcept C63479239 @default.
- W2779893672 hasConcept C7515471 @default.
- W2779893672 hasConcept C86803240 @default.
- W2779893672 hasConceptScore W2779893672C104317684 @default.
- W2779893672 hasConceptScore W2779893672C139719470 @default.
- W2779893672 hasConceptScore W2779893672C144133560 @default.
- W2779893672 hasConceptScore W2779893672C144587487 @default.
- W2779893672 hasConceptScore W2779893672C162118730 @default.
- W2779893672 hasConceptScore W2779893672C162324750 @default.
- W2779893672 hasConceptScore W2779893672C178350159 @default.
- W2779893672 hasConceptScore W2779893672C199360897 @default.
- W2779893672 hasConceptScore W2779893672C2776760741 @default.
- W2779893672 hasConceptScore W2779893672C2778300220 @default.
- W2779893672 hasConceptScore W2779893672C41008148 @default.
- W2779893672 hasConceptScore W2779893672C55493867 @default.
- W2779893672 hasConceptScore W2779893672C63479239 @default.
- W2779893672 hasConceptScore W2779893672C7515471 @default.
- W2779893672 hasConceptScore W2779893672C86803240 @default.
- W2779893672 hasLocation W27798936721 @default.
- W2779893672 hasOpenAccess W2779893672 @default.
- W2779893672 hasPrimaryLocation W27798936721 @default.
- W2779893672 hasRelatedWork W12948656 @default.
- W2779893672 hasRelatedWork W1601073842 @default.
- W2779893672 hasRelatedWork W1958076802 @default.
- W2779893672 hasRelatedWork W2006916862 @default.
- W2779893672 hasRelatedWork W2131685578 @default.
- W2779893672 hasRelatedWork W2183060928 @default.
- W2779893672 hasRelatedWork W2394786273 @default.
- W2779893672 hasRelatedWork W2888680315 @default.
- W2779893672 hasRelatedWork W2903532708 @default.
- W2779893672 hasRelatedWork W2908640594 @default.
- W2779893672 hasRelatedWork W2963290474 @default.
- W2779893672 hasRelatedWork W2981409001 @default.
- W2779893672 hasRelatedWork W2993419914 @default.
- W2779893672 hasRelatedWork W2994929020 @default.
- W2779893672 hasRelatedWork W3005734492 @default.
- W2779893672 hasRelatedWork W3010059221 @default.
- W2779893672 hasRelatedWork W3083961251 @default.
- W2779893672 hasRelatedWork W3094116315 @default.
- W2779893672 hasRelatedWork W3114425724 @default.
- W2779893672 hasRelatedWork W3128893584 @default.
- W2779893672 isParatext "false" @default.
- W2779893672 isRetracted "false" @default.
- W2779893672 magId "2779893672" @default.
- W2779893672 workType "article" @default.