Yiannis Koutelidakis

affiliation not provided to SSRN

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Transmission Channels of Systemic Risk and Contagion in the European Financial Network

Journal of Banking and Finance, Vol. 61, pp. S36-S52, December 2015
Number of pages: 48 Posted: 03 Sep 2014 Last Revised: 15 Jan 2017
Durham University Business School, University of Bath, University of Southampton, Southampton Business School, Department of Banking and Finance and affiliation not provided to SSRN
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Citation 10

Abstract:

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Systemic Risk, Maximum Entropy, Interbank Market, Financial Network, Sovereign Credit Risk, European Banks