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Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns
Journal of Banking & Finance · 2010 · Vol. 35(5) · pp. 1114–1127
Paolo Emilio Mistrulli✉(Bank of Italy)
Banking stability, regulation, efficiencyItaly: Economic History and Contemporary IssuesGlobal Financial Crisis and PoliciesInterbank lending marketFinancial contagionMarket liquidityMonetary economicsEconomicsBusinessFinancial marketFinance
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- Comer Science and Education Foundation
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References
Bank Runs, Deposit Insurance, and Liquidity
Journal of Political Economy · 1983 · 9,307 citations
Financial Contagion
Journal of Political Economy · 2000 · 3,057 citations
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