Systemic liquidity contagion in the European interbank market
Year of publication: |
2022
|
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Authors: | Macchiati, Valentina ; Brandi, Giuseppe ; Di Matteo, Tiziana ; Paolotti, Daniela ; Caldarelli, Guido ; Cimini, Giulio |
Published in: |
Journal of economic interaction and coordination. - Berlin : Springer, ISSN 1860-7128, ZDB-ID 2237855-8. - Vol. 17.2022, 2, p. 443-474
|
Subject: | Epidemic model | European Interbank market | Financial contagion | Liquidity shocks | Ansteckungseffekt | Contagion effect | Geldmarkt | Money market | EU-Staaten | EU countries | Finanzkrise | Financial crisis | Liquidität | Liquidity | Bankenliquidität | Bank liquidity | Interbankenmarkt | Interbank market | Schock | Shock | Bankenkrise | Banking crisis | Europa | Europe |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1007/s11403-021-00338-1 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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