Contagion mechanism of liquidity risk in the interbank network

Name: Contagion mechanism of liquidity risk in the interbank network
Creator: Naixi Chen
Published: 2024-08-20T06:18:38.777Z
Keywords: Banking

Chen, Naixi; Fan, Hong; Pang, Congyuan

doi:10.17632/dyttg5y8zp.1

Contagion mechanism of liquidity risk in the interbank network

Published: 20 August 2024| Version 1 | DOI: 10.17632/dyttg5y8zp.1

Contributors:

Naixi Chen, Hong Fan, Congyuan Pang

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All relevant code and data required to replicate all empirical and quantitative results included in the paper and its appendices.

Contagion mechanism of liquidity risk in the interbank network

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