Investigating risk contagion initiated by endogenous liquidity shocks : evidence from the US and eurozone interbank markets
Andrea Eross, Andrew Urquhart and Simon Wolfe
| Year of publication: |
2019
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|---|---|
| Authors: | Eross, Andrea ; Urquhart, Andrew ; Wolfe, Simon |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 25.2019, 1, p. 35-53
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| Subject: | Endogenous risk | financial crisis | interbank market | liquidity shocks | regime switching | Finanzkrise | Financial crisis | Schock | Shock | Liquidität | Liquidity | Geldmarkt | Money market | Bankenliquidität | Bank liquidity | Interbankenmarkt | Interbank market | Ansteckungseffekt | Contagion effect | Liquiditätseffekt | Liquidity effect | Eurozone | Euro area | USA | United States | Bankrisiko | Bank risk | Risiko | Risk | Bankenkrise | Banking crisis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2018.1462840 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012206955