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Systemic liquidity contagion in the European interbank market
16 references·0 citing·28 second hop
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References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2000Financial Contagion3,393 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 2001Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking2,006 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2011Systemic risk in banking ecosystems1,476 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2001Systemic Risk in Financial Systems1,364 cited
  • 2010Contagion in financial networks1,143 cited
  • 2008Deciphering the Liquidity and Credit Crunch 2007-081,026 cited
  • 2012DebtRank: Too Central to Fail? Financial Networks, the FED and Systemic Risk919 cited
  • 2005Liquidity Risk and Contagion879 cited
  • 2007Network models and financial stability850 cited
  • 2011Complexity, concentration and contagion825 cited
  • 2012Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk

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