Financial contagion in a core-periphery interbank network

Autor: Sailesh Tanna, Dandan Zhou, Peng Sui
Rok vydání: 2019
Předmět:
Zdroj: The European Journal of Finance. 26:691-710
ISSN: 1466-4364
1351-847X
DOI: 10.1080/1351847x.2019.1630460
Popis: This paper studies financial contagion in a core-periphery interbank network where core banks are large in balance sheet size while periphery banks are smaller and link only with the core banks. Co...
Databáze: OpenAIRE