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Interbank exposures: quantifying the risk of contagion Author info | Abstract | Publisher info | Download info | Related research | Statistics Craig Furfine
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Article provided by Federal Reserve Bank of Chicago in its journal Proceedings .
Volume (Year): (1999)
Issue (Month): May ()
Pages: 313-328
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Handle: RePEc:fip:fedhpr:y:1999:i:may:p:313-328Contact details of provider: Postal: P.O. Box 834, 230 South LaSalle Street, Chicago, Illinois 60690-0834 Phone: 312/322-5111 Fax: 312/322-5515 Email: Web page: http://www.chicagofed.org/ More information through EDIRC
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Keywords: Bank failures ; Financial markets ; Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
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"Financial interlinkages in the United Kingdom's interbank market and the risk of contagion ,"
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230, Bank of England.
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Christian Upper & Andreas Worms, 2001.
"Do institutional safeguards limit the danger of contagion in the German interbank market? ,"
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"Banking and Currency Crises and Systemic Risk: A Taxonomy and Review ,"
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Lelyveld, Iman van & Liedorp, Franka, 2004.
"Interbank Contagion in the Dutch Banking Sector ,"
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Journal of Applied Economics ,
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Schüler , Martin, 2002.
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02-21, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
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George G. Kaufman, 1999.
"Banking and currency crises and systemic risk: a taxonomy and review ,"
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Rodrigo Cifuentes, 2003.
"Banking Concentration: Implications for Systemic Risk and Safety Net Design ,"
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David Vanhoose, 2000.
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Edgardo Barandiarán, 2000.
"Chile Después del Peso: Viviendo con el Dólar ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 37(110), pages 241-267.
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Martin Summer & Helmut Elsinger & Alfred Lehar, 2002.
"Risk Assessment for Banking Systems ,"
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79, Oesterreichische Nationalbank (Austrian Central Bank).
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Lelyveld, Iman van & Liedorp, Franka, 2006.
"Interbank Contagion in the Dutch Banking Sector: A Sensitivity Analysis ,"
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806, University Library of Munich, Germany.
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Other versions: Ramon Moreno, 2006.
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Schüler , Martin & Schröder, Michael, 2003.
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03-11, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
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Sébastien Vivier-Lirimont, 2004.
"Interbanking networks : towards a small financial world ? ,"
Cahiers de la Maison des Sciences Economiques
v04046, Université Panthéon-Sorbonne (Paris 1).
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Eric Santor, 2003.
"Banking Crises and Contagion: Empirical Evidence ,"
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Rodrigo Cifuentes & Gianluigi Ferrucci & Hyun Song Shin, .
"Liquidity risk and contagion ,"
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264, Bank of England.
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Xavier Freixas & Curzio Giannini & Glenn Hoggarth & Farouk Soussa, 2000.
"Lender of Last Resort: What Have We Learned Since Bagehot? ,"
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Eric Santor, 2007.
"Contagion and the composition of Canadian banks' foreign asset portfolios: do financial crises matter? ,"
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