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Investigating risk contagion initiated by endogenous liquidity shocks : evidence from the US and eurozone interbank markets
Eross, Andrea, (2019)
Investigating Risk Contagion Initiated by Endogenous Liquidity Shocks : Evidence from the US and Eurozone Interbank Market
Eross, Andrea, (2018)
Funding liquidity, market liquidity and TED spread : a two-regime model
Boudt, Kris, (2013)