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freeze
README.md

README.md

This folder contains code used for: "The Effect of the Interbank Network Structure on Contagion and Common Shocks", Journal of Banking and Finance 37(7) (2013)

There is only one folder: freeze/ which contains two versions of Black Rhino (latest version https://github.com/cogeorg/BlackRhino) that I used for the two journal revisions. NOTE: When I submitted the paper, I didn't yet backup all my code properly. So it might be that you have to play around with the code a little bit to produce exactly the results from the paper.