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The decline of solvency contagion risk
Bardoscia, Marco; Barucca, Paolo; Brinley Codd, Adam; … - 2017
Persistent link: https://www.econbiz.de/10011669480
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Forward-looking solvency contagion
Bardoscia, Marco; Barucca, Paolo; Codd, Adam Brinley; … - In: Journal of economic dynamics & control 108 (2019), pp. 1-26
Persistent link: https://www.econbiz.de/10012313648
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The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market
Barucca, Paolo; Lillo, Fabrizio - In: Computational Management Science : CMS 15 (2018) 1, pp. 33-53
Persistent link: https://www.econbiz.de/10011860864