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Publications by Yannick Lucotte

Measuring Network Systemic Risk Contributions: A Leave-One-Out Approach

Journal of Economic Dynamics and Control

Applied Mathematics

English

Structural and Cyclical Determinants of Bank Interest Rate Pass-Through in Eurozone

SSRN Electronic Journal

English

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Financial Network Systemic Risk Contributions

SSRN Electronic Journal

English

Systemic Risk Contributions: A Credit Portfolio Approach

Journal of Banking and Finance

English

Measuring Systemic Risk in the Colombian Financial System : A Systemic Contingent Claims Approach

English

Rejoinder: More Limitations of Bayesian Leave-One-Out Cross-Validation

English

Figure 3: Top-Hit Identity Distributions for RDP Leave-One-Out Tests.

English

Network Models of Financial Systemic Risk: A Review

Journal of Computational Social Science

English

Exemplar Selection via Leave-One-Out Kernel Averaged Gradient Descent and Subtractive Clustering

IFIP Advances in Information and Communication Technology

Computer Networks

Information Systems

English

CoRisk: Measuring Systemic Risk Through Default Probability Contagion

SSRN Electronic Journal

English

“Leave No One Behind”

Language Problems and Language Planning

English