Mastering R for Quantitative Finance

References

• Anand, Kartik, Ben Craig and Goetz von Peter (2014): Filling in the blanks: network structure and interbank contagion, Discussion Paper Deutsche Bundesbank, No. 02/2014
• Berlinger, E., M. Michaletzky and M. Szenes (2011): A fedezetlen bankközi forintpiac hálózati dinamikájának vizsgálata a likviditási válság előtt és után (Network dynamics of unsecured interbank HUF markets before and after the liquidity crisis). Közgazdasági Szemle, Vol LVIII. No. 3
• Billio, Monica, Mila Getmansky, Dale Gray, Andrew W. Lo, Robert C. Merton and Loriana Pelizzon: Sovereign, Bank, and Insurance Credit Spreads: Connectedness and System Networks, Mimeo, 2013
• BIS (2011): Global systemically important banks: assessment methodology and the additional loss absorbency ...