The Two Faces of Interbank Correlation

Klaus Schaeck, Consuelo Silva Buston and Wolf Wagner ()

No 2013-077, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: systemic risk; interbank correlation; diversification (search for similar items in EconPapers)
Date: 2013
New Economics Papers: this item is included in nep-ban and nep-rmg
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Working Paper: The two faces of interbank correlation (2017)
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