Network Risk and Key Players: A Structural Analysis of Interbank Liquidity

Academic journals

Publication Date
Journal of Financial Economics
Publication Authors
Edward Denbee
Christian Julliard
Ye Li
Kathy Yuan

Edward Denbee, Christian Julliard, Ye Li and Kathy Yuan (2021). Network Risk and Key Players: A Structural Analysis of Interbank Liquidity. Journal of Financial Economics, 141 (3), 831-859.

doi: 10.1016/j.jfineco.2021.05.010