Systemic liquidity contagion in the European interbank market

Macchiati, V., Brandi, G., Di Matteo, T., Paolotti, D., Caldarelli, G. and Cimini, G. (2021) Systemic liquidity contagion in the European interbank market. Journal of Economic Interaction and Coordination, 17 (2). pp. 443-474. ISSN 1860-711X

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