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Systemic risk in the major Eurobanking markets: Evidence from inter-bank offered rates

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  • Simpson, J.L.
  • Evans, J.P.

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  • Simpson, J.L. & Evans, J.P., 2005. "Systemic risk in the major Eurobanking markets: Evidence from inter-bank offered rates," Global Finance Journal, Elsevier, vol. 16(2), pages 125-144, December.
    • Handle: RePEc:eee:glofin:v:16:y:2005:i:2:p:125-144
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    1. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.

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