Short-Term Liquidity Contagion in the Interbank Market

C. León, Constanza Martínez and Freddy Cepeda
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C. León: Tilburg University, Center For Economic Research

No 2016-018, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: financial networks; contagion; default; liquidity; DebtRank (search for similar items in EconPapers)
Date: 2016
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Related works:
Journal Article: Short-Term Liquidity Contagion in the Interbank Market (2019)
Working Paper: Short-Term Liquidity Contagion in the Interbank Market (2016)
Working Paper: Short-Term Liquidity Contagion in the Interbank Market (2015)
Working Paper: Short-Term Liquidity Contagion in the Interbank Market (2015)
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