Miguel Herculano

University of Freiburg

Fahnenbergplatz

Freiburg, D-79085

Germany

University of Glasgow

Adam Smith Business School

Glasgow, Scotland G12 8LE

United Kingdom

  • University of Freiburg

  • University of Glasgow

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The Role of Contagion in the Transmission of Financial Stress

ESRB: Working Paper Series No. 2018/81
Number of pages: 38 Posted: 05 Nov 2020
Miguel Herculano
University of Freiburg
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Abstract:

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Bayesian methods, contagion, spatial econometrics, systemic risk