Information theoretic description of the e-Mid interbank market: implications for systemic risk
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Pecora, Nicolò & Spelta, Alessandro, 2015. "Shareholding relationships in the Euro Area banking market: A network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 434(C), pages 1-12.
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More about this item
Keywordsinterbank lending; market microstructure; subprime crisis; credit spreads; liquidity management;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-13 (All new papers)
- NEP-BAN-2012-10-13 (Banking)
- NEP-EEC-2012-10-13 (European Economics)
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