Contagion in the interbank market with stochastic loss given default
Christoph Memmel, Angelika Sachs, and Ingrid Stein
Year of publication: |
2012
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Authors: | Memmel, Christoph ; Sachs, Angelika ; Stein, Ingrid |
Published in: |
International journal of central banking : IJCB. - San Francisco, Calif. : Federal Reserve Bank of San Francisco, ISSN 1815-4654, ZDB-ID 21923334. - Vol. 8.2012, 3, p. 177-206
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