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1. Intermediation in the Interbank Lending Market. (2020). Craig, Ben ; Ma, Yiming.
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2. Effect of interbank activities on bank risk: Why is China different?. (2019). Huang, Yu-Li ; Shen, Chung-Hua.
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3. Sparse inference of the drift of a high-dimensional Ornstein–Uhlenbeck process. (2019). Gaiffas, Stephane ; Matulewicz, Gustaw.
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4. Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups. (2018). Ossandon Busch, Matias.
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5. The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio.
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6. Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015. (2018). Gabrieli, Silvia ; Labonne, Claire.
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7. Epidemics of liquidity shortages in interbank markets. (2018). Di Clemente, Riccardo ; Brandi, Giuseppe ; Cimini, Giulio.
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8. Persistent liquidity shocks and interbank funding. (2018). Bluhm, Marcel.
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9. A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk.
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10. Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015. (2018). Gabrieli, Silvia ; Labonne, Claire.
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11. Bargaining power and outside options in the interbank lending market. (2017). Bräuning, Falk ; Abbassi, Puriya ; Schulze, Niels ; Brauning, Falk.
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12. Banks trading after the Lehman crisis: The role of unconventional monetary policy. (2017). Tischer, Johannes ; Schnabel, Isabel ; Podlich, Natalia .
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13. Where the Risks Lie: A Survey on Systemic Risk. (2017). Perignon, Christophe ; Colliard, Jean-Edouard ; Hurlin, Christophe ; Benoit, Sylvain.
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14. Contagion in stable networks. (2017). Bougheas, Spiros.
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15. The Relevance of Broker Networks for Information Diffusion in the Stock Market. (2017). Di Maggio, Marco ; Franzoni, Francesco ; Sommavilla, Carlo ; Kermani, Amir.
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16. The value of trading relations in turbulent times. (2017). SONG, ZHAOGANG ; di Maggio, Marco ; Kermani, Amir.
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17. Reprint of: Central bank collateral frameworks. (2017). Nyborg, Kjell.
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18. Central bank collateral frameworks. (2017). Nyborg, Kjell.
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19. Monitoring vulnerability and impact diffusion in financial networks. (2017). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
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20. Contagion in Stable Networks. (2017). Bougheas, Spiros.
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21. Pairwise trading in the money market during the European sovereign debt crisis. (2017). Rainone, Edoardo.
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22. The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano.
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23. The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2017). Barucca, Paolo ; Lillo, Fabrizio.
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24. Too interconnected to fail: A survey of the Interbank Networks literature. (2016). Hüser, Anne-Caroline ; Huser, Anne-Caroline.
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25. The Value of Trading Relationships in Turbulent Times. (2016). SONG, ZHAOGANG ; Di Maggio, Marco ; Kermani, Amir.
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26. Centrality Measurement of the Mexican Large Value Payments System from the Perspective of Multiplex Networks. (2016). Martinez-Jaramillo, Serafin ; Alexandrova-Kabadjova, Biliana ; Bravo-Benitez, Bernardo .
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27. Crisis Transmission in the Global Banking Network. (2016). Minoiu, Camelia ; Hale, Galina ; Kapan, Tumer.
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28. Contagion in financial networks. (2016). Young, Peyton H ; Glasserman, Paul.
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29. Network Centrality and Funding Rates in the e-MID Interbank Market. (2016). Montes-Rojas, Gabriel ; Iori, Giulia ; Temizsoy, A.
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30. Collateral, Central Bank Repos, and Systemic Arbitrage. (2016). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg ; Woschitz, Jiri.
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31. How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation. (2016). Serri, Matteo ; Caldarelli, Guido ; Cimini, Giulio.
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32. Interbank funding as insurance mechanism for (persistent) liquidity shocks. (2015). Bluhm, Marcel.
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33. Fundamentals matter: Idiosyncratic shocks and interbank relations. (2015). Dinger, Valeriya ; Bednarek, Peter ; von Westernhagen, Natalja.
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34. Modelling the emergence of the interbank networks. (2015). Kok, Christoffer ; Halaj, Grzegorz.
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35. Contagion in Financial Networks. (2015). Young, Peyton ; Glasserman, Paul.
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36. Contagion in Financial Networks. (2015). Young, Peyton H ; Glasserman, Paul.
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37. The role of interbank relationships and liquidity needs. (2015). Fecht, Falko ; Tumer-Alkan, Gunseli ; Craig, Ben R..
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38. Overlapping portfolios, contagion, and financial stability. (2015). Farmer, J. ; Foti, Nick ; Caccioli, Fabio ; Rockmore, Daniel.
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39. A dynamic network model of the unsecured interbank lending market. (2015). van Lelyveld, Iman.
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40. Central Bank Collateral Frameworks. (2015). Nyborg, Kjell.
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41. Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis. (2015). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
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42. A dynamic network model of the unsecured interbank lending market. (2015). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk.
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43. Cross-border interbank contagion in the European banking sector.. (2015). Salakhova, Dilyara ; Gabrieli, Silvia ; Vuillemey, G..
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44. Interbank markets and multiplex networks: centrality measures and statistical null models. (2015). Infante, Luigi ; di Iasio, Giovanni ; Bargigli, Leonardo ; Pierobon, Federico ; Lillo, Fabrizio.
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45. Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis. (2014). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
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46. Dynamic visualization of large transaction networks: the daily Dutch overnight money market. (2014). Heijmans, Ronald ; Heuver, Richard ; van Lelyveld, Iman ; Levallois, Clement.
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47. Macroprudential framework:key questions applied to the French case.. (2014). Duprey, Thibaut ; Bennani, T. ; Dujardin, M. ; Despres, M. ; Kelber, A..
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48. How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data. (2014). Picillo, Cristina ; Heuver, Richard ; Heijmans, Ronald ; arciero, luca ; Massarenti, Marco ; Vacirca, Francesco.
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49. The Multiplex Structure of Interbank Networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; Bargigli, Leonardo ; Pierobon, Federico ; Lillo, Fabrizio.
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50. The multiplex structure of interbank networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; Bargigli, Leonardo ; Pierobon, Federico ; Lillo, Fabrizio.
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