Epidemics of liquidity shortages in interbank markets
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DOI: 10.1016/j.physa.2018.05.104
Abstract: Financial contagion from liquidity shocks has being recently ascribed as a prominent driver of systemic risk in interbank lending markets. Building on standard compartment models used in epidemics, in this work we develop an EDB… read more here.
Keywords: shortages interbank; liquidity shortages; liquidity; interbank markets ... See more keywords