Bank's position relative to other banks explains contagion in the European money markets

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Title: Bank's position relative to other banks explains contagion in the European money markets
Author: Toivanen, Mervi
Series: Bank of Finland. Financial market report
Series number: 2
Year of publication: 2013
Publication date: 4.11.2013
Pages: 12
Keywords: Eurooppa; pankkitoiminta; riskit; leviäminen; rahamarkkinat; rahoitusmarkkinat;
Abstract: A research paper on contagion in the interbank money market shows that in 2010 contagion negatively affected 40% of European banks on average. A bank's central position in the interbank network is particularly important in explaining the level of contagion, while a bank's size is a considerably less significant explanatory factor.
Rights: https://helda.helsinki.fi/bof/copyright


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