Credit Risk Spillovers Among Financial Institutions Around the Global Credit Crisis: Firm-Level Evidence.

Jian Yang Yinggang Zhou

Published in: Manag. Sci. (2013)

Keyphrases

credit risk
financial institutions
individual level
credit scoring
credit risk evaluation
fraud detection
evaluation method
money laundering
risk analysis
commercial banks
financial data
risk management
cash flow
listed companies
evaluation model
data mining
exchange rate
risk assessment
long term
bayesian networks