Contagion in the Interbank Market with Stochastic Loss Given Default
Year of publication: |
2012
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Authors: | Memmel, Christoph ; Sachs, Angelika ; Stein, Ingrid |
Published in: |
International Journal of Central Banking. - International Journal of Central Banking. - Vol. 8.2012, 3, p. 177-206
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Publisher: |
International Journal of Central Banking |
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