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~isPartOf:"Quantitative finance"
~subject:"Contagion effect"
~subject:"Interest rate"
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Contagion effect
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Quantitative finance
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Estimating the money market microstructure with negative and zero interest rates
Rainone, Edoardo
;
Vacirca, Francesco
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 207-234
Persistent link: https://www.econbiz.de/10012194862
Saved in:
2
Systemic illiquidity in the interbank network
Ferrara, Gerardo
;
Langfield, Sam
;
Liu, Zijun
;
Ota, Tomohiro
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1779-1795
Persistent link: https://www.econbiz.de/10012194827
Saved in:
3
Can banks default overnight? : modelling endogenous contagion on the O/N interbank market
Smaga, P.
;
Wiliński, M.
;
Ochnicki, P.
;
Arendarski, P.
; …
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1815-1829
Persistent link: https://www.econbiz.de/10012262180
Saved in:
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