منابع مشابه
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Financial contagion from liquidity shocks has being recently ascribed as a prominent driver of systemic risk in interbank lending markets. Building on standard compartment models used in epidemics, here we develop an EDB (Exposed-Distressed-Bankrupted) model for the dynamics of liquidity shocks reverberation between banks, and validate it on electronic market for interbank deposits data. We sho...
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ژورنال
عنوان ژورنال: Computational Economics
سال: 2014
ISSN: 0927-7099,1572-9974
DOI: 10.1007/s10614-014-9478-z