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

Academic journals

Publication Date

01/09/2021

Journal of Financial Economics

Publication Authors

Edward Denbee

Ye Li

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