Investigating Risk Contagion Initiated by Endogenous Liquidity Shocks : Evidence from the US and Eurozone Interbank Market
Year of publication: |
2018
|
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Authors: | Eross, Andrea |
Other Persons: | Urquhart, Andrew (contributor) ; Wolfe, Simon (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Schock | Shock | Geldmarkt | Money market | Eurozone | Euro area | Finanzkrise | Financial crisis | EU-Staaten | EU countries | Ansteckungseffekt | Contagion effect | USA | United States | Bankenliquidität | Bank liquidity | Liquiditätseffekt | Liquidity effect | Großbritannien | United Kingdom | Risiko | Risk |
Extent: | 1 Online-Ressource (35 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 5, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.2749223 [DOI] |
Classification: | C11 - Bayesian Analysis ; F37 - International Finance Forecasting and Simulation ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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