An Empirical Analysis of Funding Costs Spillovers in the EURO-zone with Application to Systemic Risk
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下载链接：
https://www.nber.org/papers/w21462
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资源简介：
We propose a framework for estimation of spillovers between funding costs of individual banks. The estimation proceeds in three steps: First, using data from liquidity auctions of the European Central Bank, we estimate the funding costs in a given week for each individual bank. In the second step,
提供机构：
美国国家经济研究局
创建时间：
2015-08-01
