Interconnectedness in the interbank market
We study the behavior of the interbank market around the 2008 financial crisis. Using network analysis, we study two network structures, correlation networks based on publicly traded bank returns and physical networks based on interbank lending transactions, among these public and also private banks...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier B.V.
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |