Assessing financial contagion in the interbank market : maximum entropy versus observed interbank lending patterns
Paolo Emilio Mistrulli
| Year of publication: |
2011
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|---|---|
| Authors: | Mistrulli, Paolo Emilio |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 5, p. 1114-1127
|
| Subject: | Geldmarkt | Money market | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Entropie | Entropy | Italien | Italy |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009245252