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Contagion in financial systems: A Bayesian network approach
Carsten Chong,
Claudia Klüppelberg
Chair of Mathematical Statistics
Technical University of Munich
Research output
:
Contribution to journal
›
Article
›
peer-review
16
Scopus citations
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Dive into the research topics of 'Contagion in financial systems: A Bayesian network approach'. Together they form a unique fingerprint.
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Keyphrases
Conditional Probability
100%
Network Structure
100%
Probabilistic Framework
100%
Bayesian Network
100%
Financial Institutions
100%
Contagion
100%
Bayesian Network Model
100%
Network Technique
100%
Probability of Default
100%
Systemic Importance
100%
Financial System
100%
Financial Networks
100%
Unconditional Probability
100%
Joint Default
100%
Structural Default Model
100%
Financial Linkages
100%
Bayesian Network Theory
100%
Default Distribution
100%
Contagion Channels
100%
Economics, Econometrics and Finance
Bayesian
100%
Financial System
100%
Financial Institution
33%
Financial Network
33%
Computer Science
Bayesian Networks
100%
Unconditional Probability
33%
Conditional Probability
33%
Probabilistic Framework
33%
Financial Network
33%
Network Structure
33%
Mathematics
Bayesian Network
100%
Conditional Probability
33%
Network Theory
33%
Unconditional Probability
33%