Measuring bank contagion in Europe using binary spatial regression models

Conditional graphical models for systemic risk estimation

(2016) Paola Cerchiello et al.   EXPERT SYSTEMS WITH APPLICATIONS

Graphical Network Models for International Financial Flows

(2016) P. Giudici et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Estimating bank default with generalised extreme value regression models

(2015) Raffaella Calabrese et al.   JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY

Early-warning signals of topological collapse in interbank networks

(2013) Tiziano Squartini et al.   Scientific Reports

Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008

(2012) Siem Jan Koopman et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Contagion determination via copula and volatility threshold models

(2010) Veni Arakelian et al.   QUANTITATIVE FINANCE

Clustering of Auto Supplier Plants in the United States

(2008) Thomas Klier et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS