Nothing Special   »   [go: up one dir, main page]
create a website
Financial contagion: extending the exposures network of the Mexican financial system. (2013). Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan ; Lopez-Gallo, Fabrizio.
In: Computational Management Science.
RePEc:spr:comgts:v:10:y:2013:i:2:p:125-155.

Full description at Econpapers || Download paper

Cited: 12

Citations received by this document

Cites: 26

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The impact of bank competition on contagion risk: The case of Mexico. (2023). Bátiz-Zuk, Enrique ; Lara-Sanchez, Jose Luis ; Batiz-Zuk, Enrique.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:127:y:2023:i:c:s0148619523000280.

    Full description at Econpapers || Download paper

  2. Quantification of systemic risk from overlapping portfolios in the financial system. (2021). Thurner, Stefan ; Caccioli, Fabio ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:113734.

    Full description at Econpapers || Download paper

  3. Climate risk and financial stability in the network of banks and investment funds. (2021). Martinez-Jaramillo, Serafin ; Luis , ; Battiston, Stefano ; Roncoroni, Alan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000309.

    Full description at Econpapers || Download paper

  4. Quantification of systemic risk from overlapping portfolios in the financial system. (2021). Thurner, Stefan ; Caccioli, Fabio ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301108.

    Full description at Econpapers || Download paper

  5. Complex network construction of Internet finance risk. (2020). Xu, Runjie ; Meng, Runyu ; Mierzwiak, Rafa.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119316619.

    Full description at Econpapers || Download paper

  6. Complex Network Construction of Internet Financial risk. (2019). Mi, Chuanmin ; Mierzwiak, Rafal ; Xu, Runjie.
    In: Papers.
    RePEc:arx:papers:1904.06640.

    Full description at Econpapers || Download paper

  7. Quantification of systemic risk from overlapping portfolios in the financial system. (2018). Thurner, Stefan ; Caccioli, Fabio ; Mart, Seraf'In ; Poledna, Sebastian.
    In: Papers.
    RePEc:arx:papers:1802.00311.

    Full description at Econpapers || Download paper

  8. An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

    Full description at Econpapers || Download paper

  9. Calibrating limits for large interbank exposures from a system-wide perspective. (2016). Solorzano-Margain, Juan Pablo ; Batiz-Zuk, Enrique ; Lopez-Gallo, Fabrizio ; Martinez-Jaramillo, Serafin .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:27:y:2016:i:c:p:198-216.

    Full description at Econpapers || Download paper

  10. The multi-layer network nature of systemic risk and its implications for the costs of financial crises. (2015). van der Leij, Marco ; Molina-Borboa, José Luis ; Thurner, Stefan ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:20:y:2015:i:c:p:70-81.

    Full description at Econpapers || Download paper

  11. Systemic Losses Due to Counter Party Risk in a Stylized Banking System. (2014). Birch, Annika ; Aste, Tomaso.
    In: Papers.
    RePEc:arx:papers:1402.3688.

    Full description at Econpapers || Download paper

  12. Systemic Risk Identification, Modelling, Analysis, and Monitoring: An Integrated Approach. (2013). Sergueiva, Antoaneta .
    In: Papers.
    RePEc:arx:papers:1310.6486.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Čihák M (2007) Introduction to applied stress testing. IMF Working Paper WP/07/59, International Monetary Fund, Washington.
    Paper not yet in RePEc: Add citation now

  2. Aikman D, Alessandri P, Eklund B, Gai P, Kapadia S, Martin E, Mora N, Sterne G, Willison M (2009) Funding liquidity risk in a quantitative model of systemic stability. Working paper 372, Bank of England, London.

  3. Allen F, Babus A (2008) Networks in finance. Working Paper 08–07, Wharton Financial Institutions Center, Philadelphia.
    Paper not yet in RePEc: Add citation now

  4. Boss M, Krenn G, Puhr C, Summer M (2006) Systemic risk monitor: A model for systemic risk analysis and stress testing of banking systems. Financial Stability Report 11, Oesterreichische National Bank, Wien.

  5. e Santos EB, Cont R (2010) The Brazilian interbank network structure and systemic risk. Working Papers Series 219, Central Bank of Brazil, Research Department, http://ideas.repec.org/p/bcb/wpaper/219.html .

  6. Fagiolo G, Reyes J, Schiavo S (2007) International trade and financial integration: a weighted network analysis. Tech rep 11(5):685–702.

  7. Frisell L, Holmfeldt M, Larsson O, Omberg M, Persson M (2007) State-dependent contagion risk: using micro data from swedish banks. Department of Financial Stability, Sveriges Riksbank, Mimeo.
    Paper not yet in RePEc: Add citation now
  8. Gauthier C, He Z, Souissi M (2010a) Understanding systemic risk: The trede-offs between capital, short-term funding and liquid asset holdings. Bank of Canada Working Paper 2010–29, Bank of Canada.
    Paper not yet in RePEc: Add citation now

  9. Goyal S (2007) Connections: An Introduction to the Economics of Networks. Princeton University Press, Princeton.

  10. Graf JP, Guerrero S, López-Gallo F (2005) Interbank exposures and contagion: An empirical analysis for the Mexican banking sector. Tech. rep., Banco de México, Av. 5 de mayo No. 1-Mezzanine, Col. Centro, 06059 México D.F.
    Paper not yet in RePEc: Add citation now

  11. Iori G, de Masi G, Precup OV, Gabbi G, Caldarelli G (2005) A network analysis of the italian overnight money market. Discussion Paper Series 05/05, City University London, London.

  12. Jackson MO (2008) Social and Economic Networks. Princeton University Press, Princeton.
    Paper not yet in RePEc: Add citation now

  13. Jones MT, Hilbers P, Slack G (2004) Stress testing financial systems: what to do when the governor calls. IMF Working Paper WP/04/127, International Monetary Fund, Washington.

  14. Koop G (2010) Forecasting with medium and large bayesian vars. Tech. Rep. 11–17, University of Strathclyde, Glasgow.

  15. Lopez C, Martinez-Jaramillo S, López-Gallo-Dey F (2012) Systemic risk, stress testing and financial contagion: their interaction and measurement. IGI Global chap 10:181–210.
    Paper not yet in RePEc: Add citation now
  16. Márquez-Diez-Canedo J, Martínez-Jaramillo S (2007) A network model of systemic risk: Stress testing the financial system. Mimeo, Banco de México.
    Paper not yet in RePEc: Add citation now
  17. Márquez-Diez-Canedo J, Martínez-Jaramillo S, Pérez-Pérez O (2009) A network model of systemic risk. Journal of Intelligent Systems in Accounting, Finance and Mangement 16.
    Paper not yet in RePEc: Add citation now
  18. Martínez-Jaramillo S, Pérez O, Ávila F, López-Gallo F (2010) Systemic risk, financial contagion and financial fragility. J Econ Dyn Cont 34:2358–2374.
    Paper not yet in RePEc: Add citation now

  19. Martinez-Jaramillo S, Alexandrova-Kabadjova B, Bravo-Benitez B, Solorzano-Margain JP (2012) An empirical study of the Mexican banking system’s network and its implications for systemic risk. Working Papers) 17, Banco de Mexico.

  20. Minoiu C, Reyes JA (2011) A network analysis of global banking: 19782009. IMF Working Paper WP/11/74, International Monetary Fund, Washington.
    Paper not yet in RePEc: Add citation now

  21. Mistrulli PE (2007) Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns. Temi di discussione (Economic working papers) 641, Bank of Italy, Economic Research Department, California.

  22. Nagurney A (2003) Innovations in Financial and Economic Networks, chap Chapter 1: Financial and Economic Networks: An Overview. Edward Elgar Publishing, Northampton, pp 1–25.
    Paper not yet in RePEc: Add citation now
  23. Rannala B (2002) Identifiability of parameters in mcmc bayesian inference of phylogeny. Syst Biol 51(3):754–760.
    Paper not yet in RePEc: Add citation now

  24. Soramäki K, Bech ML, Arnold J, Glass RJ, Beyeler WE (2006) The topology of interbank payment flows. Federal Reserve Bank of New York and Staff Reports, New York.

  25. Sorge M (2004) Stress-testing financial systems: an overview of current methodologies. BIS Working Paper 165, Bank for International Settlements, Washington.

  26. Upper C (2011) Simulation methods to assess the danger of contagion in interbank markets. J Finan Stab 7(3):111–125. doi: 10.1016/j.jfs.2010.12.001 .

Cocites

Documents in RePEc which have cited the same bibliography

  1. Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network. (2015). Zigraiova, Diana ; van Tilburg, Ruben ; Vašíček, Bořek ; Stremmel, Hanno ; Sigmund, Michael ; Rodrigues, Paulo ; Peltonen, Tuomas ; Matějů, Jakub ; Kauko, Karlo ; Joy, Mark ; Havranek, Tomas ; Frost, Jon ; Detken, Carsten ; Bush, Oliver ; Bonfim, Diana ; Babecký, Jan ; Antunes, António ; Alessi, Lucia ; Rusnak, Marek ; Baltussen, Simon ; Smidkova, Katerina ; Guimaraes, Rodrigo ; Babecky, Jan ; Mateju, Jakub ; Monteiro, Nuno ; Behn, Markus ; Neudorfer, Benjamin ; Schudel, Willem.
    In: MPRA Paper.
    RePEc:pra:mprapa:62194.

    Full description at Econpapers || D

  2. Designing Effective Macroprudential Stress Tests; Progress So Far and the Way Forward. (2015). Demekas, Dimitri.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/146.

    Full description at Econpapers || Download paper

  3. Systemic Risk and the Solvency-Liquidity Nexus of Banks. (2015). Pierret, Diane.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2015:q:3:a:5.

    Full description at Econpapers || Download paper

  4. Bank Risk Within and Across Equilibria. (2014). Agur, Itai.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/116.

    Full description at Econpapers || Download paper

  5. Introducing Funding Liquidity Risk in a Macro Stress-Testing Framework. (2014). Liu, Xuezhi ; Souissi, Moez ; Gauthier, Celine .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2014:q:4:a:4.

    Full description at Econpapers || Download paper

  6. Bank risk within and across equilibria. (2014). Agur, Itai.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:48:y:2014:i:c:p:322-333.

    Full description at Econpapers || Download paper

  7. Assessing the contribution of banks, insurance and other financial services to systemic risk. (2014). Gnabo, Jean-Yves ; Guilmin, Gregory ; Bernal, Oscar.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:270-287.

    Full description at Econpapers || Download paper

  8. Measuring systemic risk-adjusted liquidity (SRL)—A model approach. (2014). Jobst, Andreas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:270-287.

    Full description at Econpapers || Download paper

  9. Stress-testing macro stress testing: Does it live up to expectations?. (2014). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:12:y:2014:i:c:p:3-15.

    Full description at Econpapers || Download paper

  10. What do we know about the effects of macroprudential policy?. (2014). Moessner, Richhild ; Galati, Gabriele.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:440.

    Full description at Econpapers || Download paper

  11. Systemic risk and the solvency-liquidity nexus of banks. (2014). Pierret, Diane.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2014038.

    Full description at Econpapers || Download paper

  12. AN ANALYSIS OF THE FACTORS AFFECTING BANKS` CASH DEMAND: A CASE STUDY OF REFAH BANK. (2014). Ebrahim, ABBASI ; Mohammad, ZADEH Amir ; Alireza, BAHRAMI .
    In: Studies in Business and Economics.
    RePEc:blg:journl:v:9:y:2014:i:3:p:5-20.

    Full description at Econpapers || Download paper

  13. Simple banking: profitability and the yield curve. (2014). Nelson, Benjamin ; Alessandri, Piergiorgio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_945_14.

    Full description at Econpapers || Download paper

  14. Financial contagion: extending the exposures network of the Mexican financial system. (2013). Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan ; Lopez-Gallo, Fabrizio.
    In: Computational Management Science.
    RePEc:spr:comgts:v:10:y:2013:i:2:p:125-155.

    Full description at Econpapers || Download paper

  15. Stress Scenario Selection by Empirical Likelihood. (2013). Flood, Mark ; Bookstaber, Rick ; Glasserman, Paul ; Feldberg, Greg ; Cetina, Jill.
    In: Working Papers.
    RePEc:ofr:wpaper:13-07.

    Full description at Econpapers || Download paper

  16. Rules, Discretion, and Macro-Prudential Policy. (2013). Sharma, Sunil ; Agur, Itai.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/065.

    Full description at Econpapers || Download paper

  17. Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank. (2013). Seidler, Jakub ; Konecny, Tomas ; Jakubík, Petr ; Gersl, Adam ; Jakubik, Petr .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:6:p:505-536.

    Full description at Econpapers || Download paper

  18. Optimal asset structure of a bank - bank reactions to stressful market conditions. (2013). Halaj, Grzegorz ; Haaj, Grzegorz.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131533.

    Full description at Econpapers || Download paper

  19. A macro stress testing framework for assessing systemic risks in the banking sector. (2013). Vouldis, Angelos ; Pancaro, Cosimo ; Żochowski, Dawid ; Kok, Christoffer ; Henry, Jerome ; Halaj, Grzegorz ; Amzallag, Adrien ; Zimmermann, Maik ; Sydow, Matthias ; Leber, Miha ; Kolb, Markus ; Gross, Marco ; Grodzicki, Maciej ; CABRAL, Ines ; Baudino, Patrizia .
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2013152.

    Full description at Econpapers || Download paper

  20. When is a Housing Market Overheated Enough to Threaten Stability?. (2012). Muellbauer, John .
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2012-07.

    Full description at Econpapers || Download paper

  21. When is a housing market overheated enough to threaten stability?. (2012). muellbauer, john.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:623.

    Full description at Econpapers || Download paper

  22. Office of Financial Research 2012 Annual Report. (2012). .
    In: Reports.
    RePEc:ofr:report:12-1.

    Full description at Econpapers || Download paper

  23. The macroeconomic effects of a stable funding requirement. (2012). Munro, Anella ; Bloor, Chris ; Craigie, Rebecca .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2012/05.

    Full description at Econpapers || Download paper

  24. Comment on Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks. (2012). Oet, Mikhail .
    In: NBER Chapters.
    RePEc:nbr:nberch:12050.

    Full description at Econpapers || Download paper

  25. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks. (2012). Sterne, Gabriel ; Kapadia, Sujit ; Drehmann, Matthias ; Elliott, John.
    In: NBER Chapters.
    RePEc:nbr:nberch:12049.

    Full description at Econpapers || Download paper

  26. Measuring Systemic Risk-Adjusted Liquidity (SRL); A Model Approach. (2012). Jobst, Andreas.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/209.

    Full description at Econpapers || Download paper

  27. Contagion in the Interbank Market with Stochastic Loss Given Default. (2012). Stein, Ingrid ; Memmel, Christoph ; Sachs, Angelika .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2012:q:3:a:5.

    Full description at Econpapers || Download paper

  28. Modeling Policy Response to Global Systemically Important Banks Regulation. (2012). Penikas, Henry ; Titova, Yulia.
    In: HSE Working papers.
    RePEc:hig:wpaper:02/fe/2012.

    Full description at Econpapers || Download paper

  29. How to Improve the Quality of Stress Tests through Backtesting. (2012). Seidler, Jakub ; Gersl, Adam ; Gerl, Adam .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:62:y:2012:i:4:p:325-346.

    Full description at Econpapers || Download paper

  30. Macroprudential capital requirements and systemic risk. (2012). Lehar, Alfred ; Souissi, Moez ; Gauthier, Celine .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:21:y:2012:i:4:p:594-618.

    Full description at Econpapers || Download paper

  31. Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank. (2012). Seidler, Jakub ; Konecny, Tomas ; Jakubík, Petr ; Gersl, Adam.
    In: Working Papers.
    RePEc:cnb:wpaper:2012/11.

    Full description at Econpapers || Download paper

  32. Introduction to the Financial Macro-econometric Model. (2012). Teranishi, Yuki ; Kurachi, Yoshiyuki ; Kamada, Koichiro ; Ishikawa, Atsushi ; Nasu, Kentaro .
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:12-e-1.

    Full description at Econpapers || Download paper

  33. RAMSI: a top-down stress-testing model developed at the Bank of England. (2012). Learmonth, David ; Williams, Richard ; Burrows, Oliver ; McKeown, Jack .
    In: Bank of England Quarterly Bulletin.
    RePEc:boe:qbullt:0081.

    Full description at Econpapers || Download paper

  34. A network model of financial system resilience. (2012). Willison, Matthew ; Kapadia, Sujit ; Anand, Kartik ; Brennan, Simon ; Gai, Prasanna.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0458.

    Full description at Econpapers || Download paper

  35. Liquidity risk, cash-flow constraints and systemic feedbacks. (2012). Kapadia, Sujit ; Drehmann, Mathias ; Sterne, Gabriel ; Elliott, John.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0456.

    Full description at Econpapers || Download paper

  36. Simple banking: profitability and the yield curve. (2012). Nelson, Benjamin ; Alessandri, Piergiorgio.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0452.

    Full description at Econpapers || Download paper

  37. Stress-testing macro stress testing: does it live up to expectations?. (2012). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:369.

    Full description at Econpapers || Download paper

  38. Stress Testing Liquidity Risk: The Case of the Brazilian Banking System.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Guerra, Solange ; Sergio Rubens S. de Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:302.

    Full description at Econpapers || Download paper

  39. Default risk in an interconnected banking system with endogeneous asset markets. (2011). Krahnen, Jan ; Bluhm, Marcel .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201119.

    Full description at Econpapers || Download paper

  40. Systemic Risks and Macroprudential Bank Regulation: A Critical Appraisal. (2011). VanHoose, David.
    In: NFI Policy Briefs.
    RePEc:nfi:nfipbs:2011-pb-04.

    Full description at Econpapers || Download paper

  41. Next Generation Balance Sheet Stress Testing. (2011). Schmieder, Christian ; Puhr, Claus ; Hasan, Maher.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/083.

    Full description at Econpapers || Download paper

  42. A Network Model of Financial System Resilience. (2011). Willison, Matthew ; Kapadia, Sujit ; Anand, Kartik ; Brennan, Simon ; Gai, Prasanna.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2011-051.

    Full description at Econpapers || Download paper

  43. Systemic risk diagnostics: coincident indicators and early warning signals. (2011). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111327.

    Full description at Econpapers || Download paper

  44. Models for Stress Testing Czech Banks Liquidity Risk. (2011). Komarek, Lubos ; Komarkova, Zlatuse ; Gersl, Adam.
    In: Working Papers.
    RePEc:cnb:wpaper:2011/11.

    Full description at Econpapers || Download paper

  45. Thoughts on the proper design of macro stress tests. (2011). Sutton, Gregory ; Jakubik, Petr .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:60-15.

    Full description at Econpapers || Download paper

  46. Systemic Risk Diagnostics. (2010). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20100104.

    Full description at Econpapers || Download paper

  47. Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems. (2010). Chan-Lau, Jorge A.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/107.

    Full description at Econpapers || Download paper

  48. Procyclicality of the Financial System and Simulation of the Feedback Effect. (2010). Gersl, Adam ; Jakubik, Petr .
    In: Occasional Publications - Chapters in Edited Volumes.
    RePEc:cnb:ocpubc:fsr0910/3.

    Full description at Econpapers || Download paper

  49. Estabilidad financiera: conceptos básicos. (2010). PONCE, Jorge ; Tubio, Magdalena .
    In: Documentos de trabajo.
    RePEc:bku:doctra:2010004.

    Full description at Econpapers || Download paper

  50. Macroprudential policy: what can it achieve?. (2009). Milne, Alistair.
    In: Oxford Review of Economic Policy.
    RePEc:oup:oxford:v:25:y:2009:i:4:p:608-629.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-28 21:40:44 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.