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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