Using counterfactual simulations to assess the danger of contagion in interbank markets
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More about this item
KeywordsContagion; interbank lending; domino effects; systemic risk;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-09-02 (All new papers)
- NEP-BAN-2007-09-02 (Banking)
- NEP-CMP-2007-09-02 (Computational Economics)
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