Quantifying Systemic Risk in the Presence of Unlisted Banks

CDS Rates and balance sheet data for the Dutch institutions in the sample

DataCite Commons2022-06-30 更新30

A Macroeconomic Framework for Quantifying Systemic Risk

Systemic risk arises when shocks lead to states where a disruption in financial intermediation adversely affects the economy and feeds back into further disrupting financial intermediation. We present

NBER2014-02-01 更新30

Measurement Model of Credit Risk for Unlisted Agricultural Enterprises

Fig1 data.xlsx is used to generate Figure 1.Fig2 data.xlsx is used to generate Figure 2.Fig3 data.xlsx is used to generate Figure 3.Fig4 data.xlsx is used to generate Figure 4.Closing Price_2021_o

Zenodo2025-08-01 更新10