Code used for the paper "Cross-asset holdings and the interbank lending market"

2019-12-26T14:18:54Z (GMT) by Olessia Caillé Louis Raffestin

These are the Matlab files used for computing the results disaplayes in the article "Cross-asset holdings and the interbank lending market"(availalble at: http://doi.org/10.5281/zenodo.3522112), along with a readme file.