Using counterfactual simulations to assess the danger of contagion in interbank markets
Year of publication: |
2007
|
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Authors: | Upper, Christian |
Publisher: |
Basel : Bank for Internat. Settlements |
Subject: | Geldmarkt | Money market | Bankenliquidität | Bank liquidity | Refinanzierung | Refinancing | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk | Simulation | Finanzkrise | Financial crisis |
Extent: | VII, 18 S. graph. Darst. |
---|---|
Series: | BIS working papers. - Basle, ISSN 1020-0959, ZDB-ID 1482126-6. - Vol. 234 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Internetausg.: http://www.bis.org/publ/work234.pdf |
Source: | ECONIS - Online Catalogue of the ZBW |
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