Gandy A and Veraart L (2016). “A Bayesian methodology for systemic risk assessment in financial networks.” Management Science. Article in Advance.

Gandy A and Veraart L (2017). “Adjustable Network Reconstruction with Applications to CDS Exposures.” Available at SSRN: https://ssrn.com/abstract=2895754.

Corresponding BibTeX entries:

  @Article{,
    title = {A Bayesian methodology for systemic risk assessment in
      financial networks},
    author = {Axel Gandy and Luitgard A M Veraart},
    year = {2016},
    journal = {Management Science},
    note = {Article in Advance},
  }
  @Misc{,
    title = {Adjustable Network Reconstruction with Applications to CDS
      Exposures},
    author = {Axel Gandy and Luitgard A M Veraart},
    year = {2017},
    note = {Available at SSRN: https://ssrn.com/abstract=2895754},
  }