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Are competitive banking systems more stable?
Schaeck, Klaus; Čihák, Martin; Wolfe, Simon - In: Journal of money, credit and banking : JMCB 41 (2009) 4, pp. 711-734
Persistent link: https://www.econbiz.de/10003844258
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Liquidity risk contagion in the interbank market
Eross, Andrea; Urquhart, Andrew; Wolfe, Simon - In: Journal of international financial markets, … 45 (2016), pp. 142-155
Persistent link: https://www.econbiz.de/10011690513
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Investigating risk contagion initiated by endogenous liquidity shocks : evidence from the US and eurozone interbank markets
Eross, Andrea; Urquhart, Andrew; Wolfe, Simon - In: The European journal of finance 25 (2019) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10012206955
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Interest rate swaps clearing and systemic risk
Bakoush, Mohamed; Gerding, Enrico H.; Wolfe, Simon - In: Finance research letters 33 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012430949