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Measuring business sector concentration by an infection model

1st Person: Düllmann, Klaus
Type of Publication: Paper
Language: English
Published: Deutsche Bundesbank 2006
Series: Discussion Paper Series 2
Keywords: Kreditrisiko
Wirtschaftskonzentration
Value at Risk
Kreditwürdigkeit
Spillover-Effekt
Schätzung
Theorie
Deutschland
Kreditkonzentration
Credit risk
Market concentration
Risk measure
Spillover effect
Theory
Germany
Online: https://www.econstor.eu/bitstream/10419/19751/1/200603dkp_b.pdf

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