Contagion de liquidité à court terme dans le marché interbancaire

Autor: León, Carlos, Martínez, Constanza, Cepeda, Freddy

Publikováno v: Cuadernos de Economía, Vol 38, Iss 76, Pp 51-80 (2019)
Cuadernos de Economia (Colombia), 38(76), 51-80. Universidad Nacional de Colombia
Cuadernos de Economía, Volume: 38, Issue: 76, Pages: 51-79, Published: JUN 2019

We implement a modified version of DebtRank to recursively measure the contagion effects caused by the default of a selected financial institution. For this paper, contagion is a liquidity issue that is measured as the decrease in financial instituti

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::795666aa44cef02b3526d5e4c4dd7c19
https://revistas.unal.edu.co/index.php/ceconomia/article/view/55758

Short-term liquidity contagion in the interbank market

Publikováno v: Cuadernos de Economia (Colombia). 38(76):51-80

We implement a modified version of DebtRank to recursively measure the contagion effects caused by the default of a selected financial institution. For this paper, contagion is a liquidity issue that is measured as the decrease in financial instituti

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dris___01181::065aee4b66a6fc72a7dbd14d9bcdbd00
https://research.tilburguniversity.edu/en/publications/3e5b872e-0b03-4838-89c2-7053064304c4

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