Modeling the contagion of bank runs with a Markov model
Dror Parnes
| Year of publication: |
2021
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|---|---|
| Authors: | Parnes, Dror |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 81.2021, p. 174-187
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| Subject: | Bank runs | Contagion | Heterogeneous banking systems | Markov model | Theorie | Theory | Bankenkrise | Banking crisis | Markov-Kette | Markov chain | Ansteckungseffekt | Contagion effect | Bankenliquidität | Bank liquidity | Bankinsolvenz | Bank failure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2021.05.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012656282