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ArticleInterconnectedness in the interbank market

Celso Brunetti2019

Article2019

Interconnectedness in the interbank market

Celso Brunetti · Jeffrey H. Harris · Shawn Mankad · George C. Michailidis

171 citations·0/0 files stored·Journal of Financial Economics

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Banking stability, regulation, efficiency Complex Network Analysis Techniques Complex Systems and Time Series Analysis

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References

2009The Impact of Uncertainty Shocks 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2000Financial Contagion 2008Liquidity and leverage 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors 2007The Impact of Uncertainty Shocks 2015Systemic Risk and Stability in Financial Networks

Cited by

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Year2019

Typearticle

Published2019-02-10

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations171

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.jfineco.2019.02.006

openalex_workW2224635176

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