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How does risk information dissemination affect risk contagion in the interbank market?

This paper distinguishes between local and global risk information and disaggregates risk information dissemination in the interbank market based on specified behavioural mechanisms: information disclosure and transmission, information acquisition and decision-making. It then explores the mechanisms...

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Detalles Bibliográficos
Autores principales: Li, Zhinan, Liu, Xiaoyuan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9312419/
https://www.ncbi.nlm.nih.gov/pubmed/35877696
http://dx.doi.org/10.1371/journal.pone.0270482