@article {261, title = {Systemic liquidity contagion in the European interbank market}, journal = {Journal of Economic Interaction and Coordination}, year = {2021}, keywords = {Epidemic model, European Interbank market, Financial contagion, Liquidity shocks}, doi = {https://doi.org/10.1007/s11403-021-00338-1}, author = {V. Macchiati and G. Brandi and T. Di Matteo and D. Paolotti and G. Caldarelli and G. Cimini} }