create a website

Liquidity and Counterparty Risks Tradeoff in Money Market Networks. (2016). Sarmiento, Miguel ; Leon, C E.
In: Discussion Paper.
RePEc:tiu:tiucen:fa0a957d-4f5b-45dc-9148-a6a76eb1efed.

Full description at Econpapers || Download paper

Cited: 12

Citations received by this document

Cites: 45

References cited by this document

Cocites: 70

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia. (2020). León, Carlos ; Mario-Martinez, Ricardo ; Leon, Carlos ; Cadena-Silva, Carlos.
    In: Working papers.
    RePEc:rie:riecdt:33.

    Full description at Econpapers || Download paper

  2. Reputational dynamics in financial networks during a crisis. (2020). Zhang, Simpson ; van der Schaar, Mihaela.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300589.

    Full description at Econpapers || Download paper

  3. Interbank relationship lending in Colombia. (2020). León, Carlos ; Miguelez, Javier ; Leon, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1118.

    Full description at Econpapers || Download paper

  4. Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia. (2020). León, Carlos ; Mario-Martinez, Ricardo ; Leon, Carlos ; Cadena-Silva, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1101.

    Full description at Econpapers || Download paper

  5. The Impact of Exogenous Liquidity Shocks on Banks Funding Costs: Microevidence from the Unsecured Interbank Market. (2019). Sarmiento, Miguel.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp01-2019.

    Full description at Econpapers || Download paper

  6. Transfers processed by ACH Colombia: a network topology analysis. (2018). Ortega, Fabio ; León, Carlos ; Leon, Carlos.
    In: Lecturas de Economía.
    RePEc:lde:journl:y:2018:i:88:p:109-153.

    Full description at Econpapers || Download paper

  7. Las transferencias procesadas por ACH Colombia: un análisis desde la perspectiva de topología de redes. (2018). Ortega, Fabio ; León, Carlos ; Leon, Carlos.
    In: Revista Lecturas de Economía.
    RePEc:col:000174:016024.

    Full description at Econpapers || Download paper

  8. The Evolution of World Trade from 1995 to 2014 : A Network Approach. (2017). Rincon-Castro, Hernan ; León, Carlos ; Cepeda, Fredy ; Gamboa, Freddy.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:f20d3dc2-d624-4dd8-9c47-55e9470ac33b.

    Full description at Econpapers || Download paper

  9. The Evolution of World Trade from 1995 to 2014 : A Network Approach. (2017). Rincon-Castro, Hernan ; León, Carlos ; Gamboa-Estrada, Fredy ; Cepeda, Fredy.
    In: Discussion Paper.
    RePEc:tiu:tiucen:f20d3dc2-d624-4dd8-9c47-55e9470ac33b.

    Full description at Econpapers || Download paper

  10. Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes. (2017). Ortega, Fabio ; León, Carlos ; Leon, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:990.

    Full description at Econpapers || Download paper

  11. The evolution of world trade from 1995 to 2014: A network approach. (2017). Rincon-Castro, Hernan ; León, Carlos ; Gamboa-Estrada, Fredy ; Cepeda-Lopez, Freddy ; Leon-Rincon, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:985.

    Full description at Econpapers || Download paper

  12. Market Discipline and Liquidity Risk: Evidence from the Interbank Funds Market. (2016). Sarmiento, Miguel.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp14-2016.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abbassi, P., Bräuning, F., Fecht, F., & Peydró, J. L. (2015). Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis. CEPR Discussion Papers, 10479.

  2. Acharya, V.V. & Merrouche, O. (2013). Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis. Review of Finance, 17 (1), 107-160.

  3. Acharya, V.V., Gromb, D., & Yorulmazer, T. (2012). Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking. American Economic Journal: Macroeconomics, 2, 184-217.

  4. Afonso, G., Kovner, A., & Schoar, A. (2013). Trading Partners in the Interbank Lending Market. Federal Reserve Bank of New York Staff Reports, 620, May.

  5. Allen, F. & Gale, D. (2000). Financial Contagion. Journal of Political Economy, 108 (1), 133.

  6. Allen, F., Carletti, E., & Gale, D. (2009). Interbank Market Liquidity and Central Bank Intervention. Journal of Monetary Economics, 56, 639–652.

  7. Allen, L., Peristiani, S., & Saunders, A. (1989). Bank Size, Collateral, and Net Purchase Behavior in the Federal Funds Market: Empirical Evidence. Journal of Business, 62 (4), 501-515.

  8. Assenza, S., Gutiérrez, R., Gómez-Gardañes, J., Latora, V., & Boccaletti, S. (2011). Emergence of structural patterns out of synchronization in networks with competitive interactions. Scientific Reports, 99 (1), 1-8.
    Paper not yet in RePEc: Add citation now
  9. Babus, A. (2012). Endogenous Intermediation in Over-The-Counter Markets. Working Paper Series, January.
    Paper not yet in RePEc: Add citation now
  10. Banco de la República (2015). Reporte de Sistemas de Pago. Banco de la República.
    Paper not yet in RePEc: Add citation now
  11. Battiston, S., Delli, D., Gallegati, M., Greenwald, B., & Stiglitz, J.E. (2012a). Default Cascades: When Does Risk Diversification Increase Stability?. Journal of Financial Stability, 8, 138-149.

  12. Battiston, S., Delli, D., Gallegati, M., Greenwald, B., & Stiglitz, J.E. (2012b). Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk. Journal of Economic Dynamics & Control, 36, 1121-1141.

  13. Berger, A.N., Espinosa-Vega, M.A., Frame, W.S., & Miller, N.H. (2011). Why Do Borrowers Pledge Collateral? New Empirical Evidence on the Role of Asymmetric Information. Journal of Financial Intermediation, 20, 55-70.

  14. Brin, S. & Page, L. (1998). Anatomy of a Large-Scale Hypertextual Web Search Engine. Proceedings of the 7th International World Wide Web Conference.
    Paper not yet in RePEc: Add citation now
  15. Castiglionesi, F. & Eboli, M. (2015), Liquidity Flows in Interbank Networks, Working Paper Series, March.
    Paper not yet in RePEc: Add citation now
  16. Castiglionesi, F. & Wagner, W. (2013). On the Efficiency of Bilateral Interbank Insurance. Journal of Financial Intermediation, 22, 177-200.

  17. Clauset, A., Shalizi, C.R., & Newman, M.E.J. (2009). Power-law Distributions in Empirical Data, SIAM Review, 51 (4), 661-703.
    Paper not yet in RePEc: Add citation now
  18. Cocco, J.F., Gomes, F.J., & Martins, N.C. (2009). Lending Relationships in the Interbank Market. Journal of Financial Intermediation, 18, 24-48.

  19. Craig, B. & von Peter, G. (2014). Interbank Tiering and Money Center Banks. Journal of Financial Intermediation, 23, 322-347. dx.doi.org/10.1016/j.jfi.2014.02.003 de Nooy, W., Mrvar, A., & Batageli, V. (2005). Exploratory Social Network Analysis with Pajek, Cambridge University Press, Cambridge.

  20. DOI:10.1016/j.jfi.2010.01.001 Bonacich, P. (1972). Factoring and Weighting Approaches to Status Scores and Clique Identification. Journal of Mathematical Sociology, 2, 113-120.
    Paper not yet in RePEc: Add citation now
  21. Everett, M.G. & Borgatti, S.P. (2007). Extending Centrality. In Carrington, P.J., Scott, J., Wasserman, S. (Eds.), Models and Methods in Social Network Analysis (57-76). Cambridge University Press. Cambridge.
    Paper not yet in RePEc: Add citation now
  22. Farmer, J.D., Gallegati, M., Hommes, C., Kirman, A., Ormerod, P., Cincotti, S., Sánchez, A., & Helbing, D. (2012). A Complex Systems Approach to Constructing Better Models for Managing Financial Markets and the Economy. The European Physical Journal, 214, 295-324.
    Paper not yet in RePEc: Add citation now
  23. Ferrer i Cancho, R. & Solé, R.V. (2003). Optimization in Complex Networks. In PastorSatorras, R., Rubi, J., & Díaz-Aguilera, A. (Eds.), Statistical Mechanics of Complex Networks (114-125). Springer, Berlin-Heidelberg.
    Paper not yet in RePEc: Add citation now
  24. Freeman, L. (1979). Centrality in Social Networks: Conceptual Clarification. Social Networks, 1, 215-239.
    Paper not yet in RePEc: Add citation now
  25. Freixas, X., Martin, A., & Skeie, D. (2011). Bank Liquidity, Interbank Markets, and Monetary Policy. The Review of Financial Studies, 24 (8), 2656-2692.

  26. Furfine, C. (2001). Banks Monitoring Banks: Evidence from the Overnight Federal Funds Market. Journal of Business, 74 (1), 33-58.

  27. Gale, D. & Yorulmazer, T. (2013). Liquidity hoarding. Theoretical Economics, 8, 291-324.

  28. Georg, C-P. & Poschmann, J. (2010). Systemic Risk in a Network Model of Interbank Markets with Central Bank Activity. Jena Economic Research Papers, 2013-033. Friedrich-Schiller University and Max Planck Institute of Economics.

  29. Gorton, G. & Metrick, A. (2010). Haircuts. Federal Reserve of St. Louis Review, Federal Reserve Bank of St. Louis, Nov./Dec.
    Paper not yet in RePEc: Add citation now
  30. Gorton, G. & Metrick, A. (2012). Securitized Banking and the Run on Repo. Journal of Financial Economics, 104, 425-451.

  31. Haldane, A.G. (2009). Rethinking the Financial Network. Speech delivered at the Financial Student Association (Amsterdam, Netherlands), April.
    Paper not yet in RePEc: Add citation now
  32. Hojman, D.A. & Szeidl, A. (2008). Core and Periphery in Networks. Journal of Economic Theory, 139, 295-309.

  33. Holland, J.H. (1998). The Global Economy as an Adaptive Process. In Anderson, P.W., Arrow, K.J, & Pines, D. (Eds.), The Economy as an Evolving Complex System (117124. ). Perseus Book Publishing, Lexington.
    Paper not yet in RePEc: Add citation now
  34. in ’t Veld, D. & van Lelyveld, I., (2014). Finding the Core: Network Structure in Interbank Markets. Journal of Banking and Finance, 49, 27-40. DOI: http://dx.doi.org/10.1016/j.jbankfin.2014.08.006 King, T. (2008). Discipline and Liquidity in the Interbank Market. Journal of Money, Credit and Banking, 40 (2-3), 295-317.

  35. Kleinberg, J.M. (1998). Authoritative Sources in a Hyperlinked Environment. Proceedings of the ACM-SIAM Symposium on Discrete Algorithms.
    Paper not yet in RePEc: Add citation now
  36. León, C. & Berndsen, R. (2014). Rethinking Financial Stability: Challenges Arising from Financial Networks’ Modular Scale-free Architecture. Journal of Financial Stability, 15. 241-256. DOI:10.1016/j.jfs.2014.10.006 León, C., Machado, C., & Murcia, A. (2015). Assessing Systemic Importance with a Fuzzy Logic Inference System. Intelligent Systems in Accounting, Finance and Management, 23, 121-153. DOI: 10.1002/isaf.1371 León, C., Machado, C., & Sarmiento, M.. (2015). Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. EBC Discussion Paper, 2005-10. Tilburg University.

  37. Martínez, C. & León, C. (2015). The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?, Journal of Financial Stability, (in press). DOI:10.1016/j.jfs.2015.10.003.
    Paper not yet in RePEc: Add citation now
  38. Miller, J.H. & Page, S.E. (2007). Complex Adaptive Systems. Princeton University Press, Princeton.
    Paper not yet in RePEc: Add citation now
  39. Newman, M.E.J. (2010). Networks: An Introduction. Oxford University Press. New York.
    Paper not yet in RePEc: Add citation now
  40. Roukny, T., Bersini, H., Pirotte, H., Caldarelli, G., Battiston, S. (2013). Default Cascades in Complex Networks : Topology and Systemic Risk. Scientific Reports, 3:2759.
    Paper not yet in RePEc: Add citation now
  41. Sarmiento, M., Cely, J., & León, C. (2015). Monitoring the Unsecured Interbank Funds Market. Borradores de Economía, 917, Banco de la República.

  42. Simon, H.A. (1962). The Architecture of Complexity. Proceedings of the American Philosophical Society, 106 (6), 467-482. Soram ki, ., Bech, M., Arnold, ., lass, R., & Beyeler, . (200 ). The Topology of Interbank Payments Flow. Physica A, 379, 317-333.
    Paper not yet in RePEc: Add citation now
  43. Sornette, D. (2003). Why Stock Markets Crash. Princeton University Press, Princeton.
    Paper not yet in RePEc: Add citation now
  44. Strogatz, S. (2003) SYNC: How Order Emerges from Chaos in the Universe, Nature and Daily Life. Penguin Books, New York.
    Paper not yet in RePEc: Add citation now
  45. Temizsoy, A., Iori, G., & Montes-Rojas, G. (2015). The role of bank relationships in the interbank market. Journal of Economic Dynamics & Control, 59, 118–141.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Nakov, Anton ; Galati, Gabriele ; Bussiere, Matthieu ; Bonfim, Diana ; Obradovic, Goran ; Vlassopoulos, Thomas ; Bouchinha, Miguel ; Chalamandaris, Dimitrios ; Licak, Marek ; Velez, Anatoli Segura ; Ambrocio, Gene ; Fahr, Stephan ; Ioannidis, Michael ; Lima, Diana ; Fernandez, Luis ; Kempf, Alina ; Garabedian, Garo ; Klein, Melanie ; Musso, Alberto ; Andreeva, Desislava ; Idier, Julien ; Martin, Alberto ; Heider, Florian ; Falagiarda, Matteo ; Brand, Claus ; Aban, Jorge ; Lewis, Vivien ; Grassi, Alberto ; Stability, Financial ; Adolf, Petra ; Patriek, Matic ; Kok, Christoffer ; Tapking, Jens ; Cuciniello, Vincenzo ; Cassar, Alan ; Ibas, Pelin ; Geiger, Felix ; Eller, Markus ; Altavilla, Carlo ; Jan, Jansen David ; Redak, Vanessa ; Miettinen, Pavo ; Jovanovic, Mario ; Weigert, Benjamin ; Kakes, Jan ; Fourel, Valere ; Tristani, Oreste ; Mazelis, Falk ; Valderrama, Maria ; Pogulis, Armands ; Balfoussia, Hiona ; Busch, Ulrike ; Hristov, Nikolay ; Prieto, Esteban ; Rodriguez-Moreno, Maria ; Bonatti, Guido ; Albertazzi, Ugo ; Policy, Monetary ; Assouan, Emmanuelle ; Papageorghiou, Maria ; Maddaloni, Angela.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2023272.

    Full description at Econpapers || Download paper

  2. The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Tristani, Oreste ; Tapking, Jens ; Signoretti, Federico ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Nakov, Anton ; Musso, Alberto ; Maddaloni, Angela ; Martin, Alberto ; Mazelis, Falk ; Lewis, Vivien ; Klein, Melanie ; Kakes, Jan ; Heider, Florian ; Geiger, Felix ; Galati, Gabriele ; Falagiarda, Matteo ; Eller, Markus ; Cuciniello, Vincenzo ; Busch, Ulrike ; Bussiere, Matthieu ; Brand, Claus ; Bonfim, Diana ; Balfoussia, Hiona ; Ambrocio, Gene ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Redak, Vanessa ; Velez, Anatoli Segura ; Bonatti, Guido ; Hristov, Nikolay ; Lima, Diana ; Papageorghiou, Maria ; Fourel, Valere ; Kempf, Alina ; Obradovic, Goran ; Bouchinha, Miguel ; Licak, Marek ; Ioannidis, Michael ; Andreeva, Desislava ; Fernandez, Luis ; Albertazzi, Ugo ; Garabedian, Garo ; Vlassopoulos, Thomas ; Grassi, Alberto ; Kok, Christoffer ; Idier, Julien ; Fahr, Stephan ; Cassar, Alan ; Aban, Jorge ; Patriek, Matic ; Adolf, Petra ; Pogulis, Armands ; Jan, Jansen David ; Ibas, Pelin ; Jovanovic, Mario ; Miettinen, Pavo ; Assouan, Emmanuelle ; Valderrama, Maria.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2021272.

    Full description at Econpapers || Download paper

  3. The financial market effects of the ECBs asset purchase programs. (2019). Roth, Markus ; Lewis, Vivien.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:43:y:2019:i:c:p:40-52.

    Full description at Econpapers || Download paper

  4. The financial market effects of the ECBs asset purchase programs. (2017). Roth, Markus ; Lewis, Vivien.
    In: Discussion Papers.
    RePEc:zbw:bubdps:232017.

    Full description at Econpapers || Download paper

  5. Banks trading after the Lehman crisis: The role of unconventional monetary policy. (2017). Tischer, Johannes ; Schnabel, Isabel ; Podlich, Natalia .
    In: Discussion Papers.
    RePEc:zbw:bubdps:192017.

    Full description at Econpapers || Download paper

  6. International financial integration, crises and monetary policy: evidence from the Euro area interbank crises. (2017). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1566.

    Full description at Econpapers || Download paper

  7. Bank-sovereign ties against interbank market integration: the case of the Italian segment. (2017). Popoyan, Lilit ; Saroyan, Susanna.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2017/02.

    Full description at Econpapers || Download paper

  8. The national segmentation of euro area bank balance sheets during the financial crisis. (2017). Reichlin, Lucrezia ; Pill, Huw ; Lenza, Michele ; Giannone, Domenico ; Colangelo, A.
    In: Empirical Economics.
    RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1221-2.

    Full description at Econpapers || Download paper

  9. Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:78:y:2017:i:c:p:84-90.

    Full description at Econpapers || Download paper

  10. Europe at the Interdependence War. (2017). Tamborini, Roberto.
    In: EconPol Working Paper.
    RePEc:ces:econwp:_2.

    Full description at Econpapers || Download paper

  11. International Financial Integration, Crises and Monetary Policy: Cross-Border Interbank Lending During the Euro Crises. (2017). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
    In: Working Papers.
    RePEc:bge:wpaper:965.

    Full description at Econpapers || Download paper

  12. Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis. (2017). Nguyen, Benoît ; Bignon, Vincent ; Barthélemy, Jean.
    In: Working papers.
    RePEc:bfr:banfra:631.

    Full description at Econpapers || Download paper

  13. Liquidity and Counterparty Risks Tradeoff in Money Market Networks. (2016). Sarmiento, Miguel ; Leon, C E.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:fa0a957d-4f5b-45dc-9148-a6a76eb1efed.

    Full description at Econpapers || Download paper

  14. Liquidity and Counterparty Risks Tradeoff in Money Market Networks. (2016). Sarmiento, Miguel ; Leon, C E.
    In: Discussion Paper.
    RePEc:tiu:tiucen:fa0a957d-4f5b-45dc-9148-a6a76eb1efed.

    Full description at Econpapers || Download paper

  15. Network, Market, and Book-Based Systemic Risk Rankings. (2016). van de Leur, Michiel ; Lucas, Andre.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20160074.

    Full description at Econpapers || Download paper

  16. How can it work? On the impact of quantitative easing in the Eurozone. (2016). Tamborini, Roberto ; Saraceno, Francesco.
    In: LEAP Working Papers.
    RePEc:ris:sepewp:2016_001.

    Full description at Econpapers || Download paper

  17. Relationship lending in the interbank market and the price of liquidity. (2016). Fecht, Falko ; Bräuning, Falk ; Brauning, Falk.
    In: Working Papers.
    RePEc:fip:fedbwp:16-7.

    Full description at Econpapers || Download paper

  18. Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market. (2016). Saroyan, Susanna ; Brossard, Olivier.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:40:y:2016:i:c:p:163-185.

    Full description at Econpapers || Download paper

  19. Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area. (2016). Manganelli, Simone ; Hoerova, Marie ; Heider, Florian ; Garcia-de-Andoain, Carlos.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161886.

    Full description at Econpapers || Download paper

  20. Liquidity and Counterparty Risks Tradeoff in Money Market Networks. (2016). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:936.

    Full description at Econpapers || Download paper

  21. A tale of fire-sales and liquidity hoarding. (2015). Müller, Benjamin ; Berentsen, Aleksander ; Muller, Benjamin.
    In: ECON - Working Papers.
    RePEc:zur:econwp:139.

    Full description at Econpapers || Download paper

  22. Monetary policy under the microscope: Intra-bank transmission of asset purchase programs of the ECB. (2015). Koetter, Michael ; Cycon, Lisa .
    In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:112831.

    Full description at Econpapers || Download paper

  23. On the role of market makers for money market liquidity and tensions. (2015). Reitz, Stefan ; Fecht, Falko ; Weber, Patrick.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:2013.

    Full description at Econpapers || Download paper

  24. Euro money market trading during times of crisis. (2015). Reitz, Stefan ; Fecht, Falko.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:2012.

    Full description at Econpapers || Download paper

  25. How can it work? On the impact of quantitative easing in the Eurozone. (2015). Tamborini, Roberto ; Saraceno, Francesco.
    In: DEM Working Papers.
    RePEc:trn:utwprg:2015/03.

    Full description at Econpapers || Download paper

  26. The Portuguese money market throughout the crisis: What was the impact of ECB liquidity provision?. (2015). Soares, Carla ; Saldanha, Ana Sofia.
    In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
    RePEc:ptu:bdpart:e201512.

    Full description at Econpapers || Download paper

  27. To Lend or to Borrow on the Interbank Market: What Matters for Commercial Banks in the Visegrad Countries. (2015). Klepková Vodová, Pavla.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2015:y:2015:i:6:id:529:p:662-677.

    Full description at Econpapers || Download paper

  28. Factors Affecting Sensitivity of Czech and Slovak Commercial Banks to Bank Run. (2015). Klepková Vodová, Pavla ; Stavarek, Daniel ; Vodova, Pavla Klepkova.
    In: Working Papers.
    RePEc:opa:wpaper:0020.

    Full description at Econpapers || Download paper

  29. Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register. (2015). Irani, Rustom M. ; Meisenzahl, Ralf R..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-01.

    Full description at Econpapers || Download paper

  30. Change point detection for subprime crisis in American banking: From the perspective of risk dependence. (2015). Li, jianping ; Xie, Yongjia ; Zhu, Xiaoqian ; Wu, Dengsheng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:38:y:2015:i:c:p:18-28.

    Full description at Econpapers || Download paper

  31. Liquidity hoarding and interbank market rates: The role of counterparty risk. (2015). Hoerova, Marie ; Heider, Florian ; Holthausen, Cornelia.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:118:y:2015:i:2:p:336-354.

    Full description at Econpapers || Download paper

  32. Does the bank risk concentration freeze the interbank system?. (2015). Lucchetta, Marcella.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:33:y:2015:i:c:p:149-166.

    Full description at Econpapers || Download paper

  33. Trust, family businesses and financial intermediation. (2015). Stacchini, Massimiliano ; Degasperi, Petra.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:33:y:2015:i:c:p:293-316.

    Full description at Econpapers || Download paper

  34. A dynamic network model of the unsecured interbank lending market. (2015). van Lelyveld, Iman.
    In: Working Papers.
    RePEc:dnb:dnbwpp:460.

    Full description at Econpapers || Download paper

  35. Global liquidity regulation - Why did it take so long?. (2015). Bonner, Clemens ; Hilbers, Paul .
    In: Working Papers.
    RePEc:dnb:dnbwpp:455.

    Full description at Econpapers || Download paper

  36. Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area. (2015). Manganelli, Simone ; Hoerova, Marie ; Heider, Florian ; Garcia-de-Andoain, Carlos ; de Andoain, Carlos Garcia .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10901.

    Full description at Econpapers || Download paper

  37. Central Bank Collateral Frameworks. (2015). Nyborg, Kjell.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10663.

    Full description at Econpapers || Download paper

  38. 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.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10479.

    Full description at Econpapers || Download paper

  39. A dynamic network model of the unsecured interbank lending market. (2015). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk.
    In: BIS Working Papers.
    RePEc:bis:biswps:491.

    Full description at Econpapers || Download paper

  40. 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.
    In: Discussion Papers.
    RePEc:zbw:bubdps:452014.

    Full description at Econpapers || Download paper

  41. A network view on interbank market freezes. (2014). Georg, Co-Pierre ; Gabrieli, Silvia.
    In: Discussion Papers.
    RePEc:zbw:bubdps:442014.

    Full description at Econpapers || Download paper

  42. Contagious herding and endogenous network formation in financial networks. (2014). Georg, Co-Pierre.
    In: Discussion Papers.
    RePEc:zbw:bubdps:232014.

    Full description at Econpapers || Download paper

  43. A Consistent Approach to Modelling the Interest Rate Market Anomalies Post the Global Financial Crisis. (2014). Chang, Yang.
    In: PhD Thesis.
    RePEc:uts:finphd:18.

    Full description at Econpapers || Download paper

  44. Literature review on the stability of funding models. (2014). Yorulmazer, Tanju.
    In: Economic Policy Review.
    RePEc:fip:fednep:00005.

    Full description at Econpapers || Download paper

  45. Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register. (2014). Irani, Rustom M. ; Meisenzahl, Ralf R..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-115.

    Full description at Econpapers || Download paper

  46. Contagious herding and endogenous network formation in financial networks. (2014). Georg, Co-Pierre.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141700.

    Full description at Econpapers || Download paper

  47. Dynamic visualization of large transaction networks: the daily Dutch overnight money market. (2014). Heijmans, Ronald ; Heuver, Richard ; van Lelyveld, Iman ; Levallois, Clement.
    In: Working Papers.
    RePEc:dnb:dnbwpp:418.

    Full description at Econpapers || Download paper

  48. The Impact of Liquidity Regulation on Banks. (2014). Banerjee, Ryan ; Mio, Hitoshi.
    In: BIS Working Papers.
    RePEc:bis:biswps:470.

    Full description at Econpapers || Download paper

  49. Networked relationships in the e-MID Interbank market: A trading model with memory. (2014). Mantegna, Rosario ; Iori, Giulia ; Micciche, Salvatore ; Tumminello, Michele ; Marotta, Luca ; Porter, James.
    In: Papers.
    RePEc:arx:papers:1403.3638.

    Full description at Econpapers || Download paper

  50. Liquidity hoarding. (2013). Yorulmazer, Tanju ; Gale, Douglas.
    In: Theoretical Economics.
    RePEc:the:publsh:1064.

    Full description at Econpapers || Download paper

  51. Credit Contagion in Financial Markets: A Network-Based Approach. (2013). Steinbacher, Mitja.
    In: MPRA Paper.
    RePEc:pra:mprapa:49616.

    Full description at Econpapers || Download paper

  52. Evaluating the quality of fed funds lending estimates produced from Fedwire payments data. (2013). Skeie, David ; Kovner, Anna.
    In: Staff Reports.
    RePEc:fip:fednsr:629.

    Full description at Econpapers || Download paper

  53. The Basel III Net Stable Funding Ratio and bank net interest margins. (2013). King, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4144-4156.

    Full description at Econpapers || Download paper

  54. Credit risk connectivity in the financial industry and stabilization effects of government bailouts. (2012). Wedow, Michael ; Koetter, Michael ; Bosma, Jakob .
    In: Discussion Papers.
    RePEc:zbw:bubdps:162012.

    Full description at Econpapers || Download paper

  55. Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis. (2012). Mora, Nada ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17838.

    Full description at Econpapers || Download paper

  56. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks. (2012). Kapadia, Sujit ; Drehmann, Matthias ; Elliott, John ; Sterne, Gabriel.
    In: NBER Chapters.
    RePEc:nbr:nberch:12049.

    Full description at Econpapers || Download paper

  57. Market microstructure, banks behaviour and interbank spreads. (2012). Iori, Giulia ; Germano, Guido ; Hatzopoulos, V. ; Politi, M. ; Gabbi, G..
    In: Working Papers.
    RePEc:cty:dpaper:12/06.

    Full description at Econpapers || Download paper

  58. Liquidity risk, cash-flow constraints and systemic feedbacks. (2012). Kapadia, Sujit ; Drehmann, Mathias ; Elliott, John ; Sterne, Gabriel.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0456.

    Full description at Econpapers || Download paper

  59. Implicit intraday interest rate in the UK unsecured overnight money market. (2012). Jurgilas, Marius ; Zikes, Filip.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0447.

    Full description at Econpapers || Download paper

  60. A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral.
    In: Staff Reports.
    RePEc:fip:fednsr:498.

    Full description at Econpapers || Download paper

  61. Liquidity hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas.
    In: Staff Reports.
    RePEc:fip:fednsr:488.

    Full description at Econpapers || Download paper

  62. Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis. (2011). Mora, Nada ; Acharya, Viral.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp11-06.

    Full description at Econpapers || Download paper

  63. The price of liquidity: the effects of market conditions and bank characteristics. (2011). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111376.

    Full description at Econpapers || Download paper

  64. Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis. (2011). Mora, Nada ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8706.

    Full description at Econpapers || Download paper

  65. A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8271.

    Full description at Econpapers || Download paper

  66. Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada. (2011). Kastl, Jakub ; Hortacsu, Ali ; Allen, Jason ; Hortasu, Ali.
    In: Staff Working Papers.
    RePEc:bca:bocawp:11-17.

    Full description at Econpapers || Download paper

  67. Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk. (2010). Holthausen, Cornelia ; Hoerova, Marie ; Heider, Florian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7762.

    Full description at Econpapers || Download paper

  68. Contingent liquidity. (2010). salleo, carmelo ; Nicoletti-Altimari, Sergio.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_70_10.

    Full description at Econpapers || Download paper

  69. To Lend or to Borrow on the Interbank Market: What Matters for Commercial Banks in the Visegrad Countries. (). .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:preprint:id:529.

    Full description at Econpapers || Download paper

  70. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-21 23:51:58 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.