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Published in 2018 at "Physica A: Statistical Mechanics and its Applications"
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…
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Keywords:
shortages interbank;
liquidity shortages;
liquidity;
interbank markets ... See more keywords