Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns-Reference-Cited by-同舟云学术

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Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns

Published:2011-05 Issue:5 Volume:35 Page:1114-1127
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Mistrulli Paolo Emilio

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference32 articles.

1. Financial contagion;Allen;Journal of Political Economy,2000

2. Systemic risk in the netting system;Angelini;Journal of Banking & Finance,1996

3. Bech, M.L., Madsen, B., Natorp, L., 2002. Systemic Risk in the Danish Interbank Netting System. Working Papers 8. Danmarks Nationalbank.

4. Preference shocks, liquidity and central bank policy;Bhattacharya,1987

5. Interbank exposures and systemic risk;Blavarg;Sveriges Riksbank Economic Review,2002

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