Christian Gross

European Central Bank, European Systemic Risk Board

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

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Scholarly Papers (1)

Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach

Number of pages: 61 Posted: 02 May 2018 Last Revised: 05 Apr 2019
Christian Gross and Pierre L. Siklos
European Central Bank, European Systemic Risk Board and Wilfrid Laurier University - School of Business & Economics
Downloads 55 (378,225)

Abstract:

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networks, financial-real linkages, connectedness, systemic risk, credit risk, contagion

Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach

CAMA Working Paper No. 43/2019
Number of pages: 63 Posted: 24 Jun 2019
Christian Gross and Pierre L. Siklos
European Central Bank, European Systemic Risk Board and Wilfrid Laurier University - School of Business & Economics
Downloads 10 (607,842)

Abstract:

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networks, financial-real linkages, connectedness, systemic risk, credit risk, contagion, large datasets