Mayordomo, Sergio; Abascal, María; Alonso, Tatiana; … - In: Journal of Financial Stability 16 (2015) C, pp. 1-12
This paper measures fragmentation in the European interbank market. We document that, during the recent crisis, fragmentation in the interbank market has been, on average, higher in the peripheral countries than in the core ones and it has increased particularly during periods of financial...
