Interconnectedness in the Interbank Market
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DOI: 10.17016/FEDS.2015.090
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- Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George, 2019. "Interconnectedness in the interbank market," Journal of Financial Economics, Elsevier, vol. 133(2), pages 520-538.
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- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667099, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667088, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667074, HAL.
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- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667126, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667097, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667123, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016.
"Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel,"
Post-Print
hal-01667093, HAL.
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More about this item
Keywords
Interconnectedness; correlation network; financial crisis; interbank market; physical network;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G2 - Financial Economics - - Financial Institutions and Services
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2016-03-06 (Banking)
- NEP-MAC-2016-03-06 (Macroeconomics)
- NEP-MON-2016-03-06 (Monetary Economics)
- NEP-NET-2016-03-06 (Network Economics)
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