The effect of liquidity creation on systemic risk: evidence from European banking sector

DOI10.1007/S10479-022-04836-8zbMATH Open1537.91348MaRDI QIDQ6547054

Wael Louhichi, Jean-Laurent Viviani, Nadia Saghi, Zainab Srour

Publication date: 30 May 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

systemic riskMESfire sale\( \Delta\)CoVaRliquidity creation

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Systemic risk, financial markets, and performance of financial institutions
• Systemic risk assessment through high order clustering coefficient

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