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common shocks
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contagion
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interbank markets
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Systemic risk in a network model of interbank markets with central bank activity
Georg, Co-Pierre
;
Poschmann, Jenny
-
2010
that hits banks who have invested in similiar assets. Our results indicate that
common
shocks
are not subordinate to …
Persistent link: https://www.econbiz.de/10010269747
Saved in:
2
Systemic risk in a network model of interbank markets with central bank activity
Georg, Co-Pierre
;
Poschmann, Jenny
-
Wirtschaftswissenschaftliche Fakultät, …
-
2010
that hits banks who have invested in similiar assets. Our results indicate that
common
shocks
are not subordinate to …
Persistent link: https://www.econbiz.de/10008493738
Saved in:
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