Transmission channels of systemic risk and contagion in the European financial network
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DOI: 10.1016/j.jbankfin.2015.03.021
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More about this item
Keywords
Systemic Risk; Maximum Entropy; Interbank market; Financial network; Sovereign credit risk; European banks;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G01 - Financial Economics - - General - - - Financial Crises
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
Statistics
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