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Contagion at the interbank market with stochastic LGD

1st Person: Memmel, Christoph
Additional Persons: Sachs, Angelika; Stein, Ingrid
Type of Publication: Paper
Language: English
Published: Deutsche Bundesbank 2011
Series: Discussion Paper Series 2
Online: https://www.econstor.eu/bitstream/10419/45176/1/656649283.pdf

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