The credit quality channel: Modeling contagion in the interbank market
Year of publication: |
2015
|
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Authors: | Fink, Kilian ; Krüger, Ulrich ; Meller, Barbara ; Wong, Lui-Hsian |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | contagion | systemic risk | macroprudential policy | policy evaluation | interconnectedness |
Series: | Bundesbank Discussion Paper ; 38/2015 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-202-5 |
Other identifiers: | 83979701X [GVK] hdl:10419/122192 [Handle] RePEc:zbw:bubdps:382015 [RePEc] |
Classification: | C63 - Computational Techniques ; G01 - Financial Crises ; G17 - Financial Forecasting ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: |
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