1. Cross-border interbank liquidity, crises, and monetary policy. (2022). Peydro, Jose-Luis ; Fecht, Falko ; Brauning, Falk ; Abbassi, Puriya.
   In: Journal of International Economics.
   RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622000897.

   Full description at Econpapers || Download paper

2. Network risk and key players: A structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859.

   Full description at Econpapers || Download paper

3. Credit Risk, Liquidity, and Lies. (2020). King, Thomas ; Lewis, Kurt F.
   In: International Journal of Central Banking.
   RePEc:ijc:ijcjou:y:2020:q:4:a:6.

   Full description at Econpapers || Download paper

4. International financial integration, crises and monetary policy: evidence from the Euro area interbank crises. (2018). Peydro, Jose-Luis ; Fecht, Falko ; Brauning, Falk ; Abbassi, Puriya.
   In: EconStor Preprints.
   RePEc:zbw:esprep:216786.

   Full description at Econpapers || Download paper

5. International financial integration, crises and monetary policy: evidence from the Euro area interbank crises. (2018). 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

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: Working Papers.
   RePEc:fip:fedbwp:17-6.

   Full description at Econpapers || Download paper

7. Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support. (2017). Christophersen, Casper ; Akram, Qaisar.
   In: Oxford Bulletin of Economics and Statistics.
   RePEc:bla:obuest:v:79:y:2017:i:2:p:165-204.

   Full description at Econpapers || Download paper

8. 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: Working Papers.
   RePEc:bge:wpaper:965.

   Full description at Econpapers || Download paper

9. How to Measure the Unsecured Money Market: The Eurosystem’s Implementation and Validation Using TARGET2 Data. (2016). Picillo, Cristina ; Heijmans, Ronald ; arciero, luca ; Vacirca, Francesco ; Massarenti, Marco ; Heuver, Richard .
   In: International Journal of Central Banking.
   RePEc:ijc:ijcjou:y:2016:q:1:a:8.

   Full description at Econpapers || Download paper

10. 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

11. 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

12. 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

13. A network view on interbank market freezes.. (2014). Georg, Co-Pierre ; Gabrieli, Silvia ; C.-P. Georg, .
    In: Working papers.
    RePEc:bfr:banfra:531.

    Full description at Econpapers || Download paper

1. Acharya, V. and O. Merrouche (2010). “Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis,” Review of Finance 17(1): 107-60.

2. Afonso, G., A. Kovner, and A. Schoar (2011). “Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis,” Journal of Finance 66(4): 1109–39.

3. Afonso, G., and R. Lagos. (2012). “Trade Dynamics in the Market for Federal Funds”. Federal Reserve Bank of New York Staff Reports, 549.

4. Akram F., Q. and C. Christophersen (2010). “Interbank Overnight Interest Rates - Gains From Systemic Importance,” Norges Bank working paper 2010/11.

5. Allen, J., A. Hortacsu, and J. Kastl (2012). “Crisis Management: Analyzing Default Risk and Liquidity Demand during Financial Stress,” working paper.

6. Angelini, P., A. Nobili, and M. Picillo (2011). “The Interbank Market after August 2007: What has Changed, and Why?” Journal of Money, Credit and Banking 43(5): 923-58.

7. Armantier, O., and A. Copeland (2012). “Assessing the Quality of ‘Furfine-based’ Algorithms,” Federal Reserve Bank of New York Staff Report, No. 575.

8. Ashcraft, A. and D. Duffie (2007). “Systemic Illiquidity in the Federal Funds Market,” American Economic Review, Papers and Proceedings, 97: 221-5.

9. Ashcraft, A. and H. Bleakley (2006). “On the Market Discipline of Informationally Opaque Firms: Evidence from Bank Borrowers in the Federal Funds Market,” Federal Reserve Bank of New York Staff Report, No. 257.
   Paper not yet in RePEc: Add citation now
   
10. Bech, M. and K. Elizabeth (2008). “The Mechanics of a Graceful Exit: Interest on Reserves and Segmentation in the Federal Funds Market,” Journal of Monetary Economic, Volume 58( 5).
    Paper not yet in RePEc: Add citation now
    
11. Bech, M., C. Bergstrom, R. Garratt, M. and Rosvall (2011). “Mapping Change in the Federal Funds Market”. Federal Reserve Bank of New York Staff Reports, no. 507.
    Paper not yet in RePEc: Add citation now
    
12. Carmines, E. and R. Zeller (1979). Reliability and Validity Assessment. Sage Publications, Beverly Hills, CA.
    Paper not yet in RePEc: Add citation now
    
13. Demiralp, S., B. Preslopsky, and W. Whitesell (2004). “Overnight Interbank Loans,” manuscript, Board of Governors of the Federal Reserve.
    Paper not yet in RePEc: Add citation now
    

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

15. Furfine, C. (2002). “Interbank Markets in a Crisis,” European Economic Review, 46: 809-20.
    Paper not yet in RePEc: Add citation now
    

16. Guggenheim, B., S. Kraenzlin, and S. Schumacher (2011). “Exploring an Uncharted Market: Evidence on the Unsecured Swiss Franc Money Market”. Working Papers 2011-5, Swiss National Bank.

17. Heijmans, R., R. Heuver, and D. Walraven (2010). “Monitoring the Unsecured Interbank Money Market Using Target2 Data,” De Nederlandsche Bank Working Paper No. 276.

18. Hendry, S. and J. Kamhi (2007). “Uncollateralized Overnight Loans Settled in LVTS,” Bank of Canada working paper 2007-11.

19. Kuo, D., D. Skeie, and J. Vickery (2012). “A Comparison of Libor to Other Measures of Bank Borrowing Costs,” Work in Progress, Federal Reserve Bank of New York.
    Paper not yet in RePEc: Add citation now
    

20. Kuo, D., D. Skeie, J. Vickery, and T. Youle (2013). “Identifying Term Interbank Loans fom Fedwire Payments Data,” Federal Reserve Bank of New York Staff Report, No. 603.

21. Laine, T., T. Nummelin, and H. Snellman (2011). “Combining Liquidity Usage and Interest Rates on Overnight Loans: An Oversight Indicator.” Bank of Finland Research Discussion Paper No. 23/2011.

22. McAndrews, J. (2009). “Segmentation in the U.S. Dollar Money Markets During the Financial Crisis,” Working Paper.
    Paper not yet in RePEc: Add citation now
    
23. Meulendyke, A. (1998). U.S. Monetary Policy and Financial Markets, Federal Reserve Bank of New York.
    Paper not yet in RePEc: Add citation now
    
24. Millard, S. and M. Polenghi (2004). “The Relationship between the Overnight Interbank Unsecured Loan Market and the CHAPS Sterling System,” Bank of England Quarterly Bulletin, Spring, 43-7.
    Paper not yet in RePEc: Add citation now
    
25. Millard, S., and M. Polenghi (2004). “The Relationship Between the Overnight Interbank Unsecured Loan Market and the CHAPS Sterling System”. Bank of England Quarterly Bulletin Spring, 43-47.
    Paper not yet in RePEc: Add citation now
    

26. Quinn, S., and W. Roberds (2010). “How Amsterdam got Fiat Money”. Working Paper 2010-17, Federal Reserve Bank of Atlanta.

27. Wetherilt, A., P. Zimmerman, K. Soramäki (2009). “The Sterling Unsecured Loan Market During 2006–2008: Insights from Network Topology”. Simulation Analyses and Stress Testing of Payment Networks, Scientific Monographs 42, 277-314.

1. .

   Full description at Econpapers || Download paper

2. .

   Full description at Econpapers || Download paper

3. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2021). Napoletano, Mauro ; Luu, Duc Thi ; Battiston, Stefano ; Barucca, Paolo.
   In: Post-Print.
   RePEc:hal:journl:halshs-03046219.

   Full description at Econpapers || Download paper

4. Network risk and key players: a structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:106280.

   Full description at Econpapers || Download paper

5. Network risk and key players: A structural analysis of interbank liquidity. (2021). Yuan, Kathy ; Li, YE ; Julliard, Christian ; Denbee, Edward.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:141:y:2021:i:3:p:831-859.

   Full description at Econpapers || Download paper

6. Local banks and the effects of oil price shocks. (2021). Wang, Teng.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000273.

   Full description at Econpapers || Download paper

7. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2021). Napoletano, Mauro ; Barucca, Paolo ; Luu, Duc Thi ; Battiston, Stefano.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301145.

   Full description at Econpapers || Download paper

8. Branching Networks and Geographic Contagion of Commodity Price Shocks. (2020). Wang, Teng.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2020-34.

   Full description at Econpapers || Download paper

9. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2018). Napoletano, Mauro ; Battiston, Stefano ; Barucca, Paolo ; Luu, Duc Thi.
   In: LEM Papers Series.
   RePEc:ssa:lemwps:2018/05.

   Full description at Econpapers || Download paper

10. Collateral Unchained : Rehypothecation networkd, concentration and systemic effects. (2018). Napoletano, Mauro ; Battiston, Stefano ; Barucca, Paolo ; Luu, Duc Thi.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/2b7q60gmqo82aqr0p34bieidke.

    Full description at Econpapers || Download paper

11. Collateral Unchained : Rehypothecation networkd, concentration and systemic effects. (2018). Battiston, Stefano ; Barucca, Paolo ; Napoletano, Mauro ; Luu, Duc Thi.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03607817.

    Full description at Econpapers || Download paper

12. Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects. (2018). Napoletano, Mauro ; battiston, stefano ; Barucca, Paolo ; Luu, Duc Thi.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2018-05.

    Full description at Econpapers || Download paper

13. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. (2018). Napoletano, Mauro ; Luu, Duc Thi ; Battiston, Stefano ; Barucca, Paolo.
    In: Papers.
    RePEc:arx:papers:1802.02127.

    Full description at Econpapers || Download paper

14. Stress Testing Frameworks and Practices in Dual Banking System: A Preliminary Assessment. (2017). Ismail, Abdul Ghafar ; Zulkhibri, Muhamed.
    In: Policy Papers.
    RePEc:ris:irtipp:2017_006.

    Full description at Econpapers || Download paper

15. A Price-Differentiation Model of the Interbank Market and Its Application to a Financial Crisis. (2017). Kim, Kyungmin.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-65.

    Full description at Econpapers || Download paper

16. The interbank network across the global financial crisis: Evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:80:y:2017:i:c:p:90-107.

    Full description at Econpapers || Download paper

17. The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1118_17.

    Full description at Econpapers || Download paper

18. Networks and lending conditions: Empirical evidence from the Swiss franc money markets. (2016). Schumacher, Silvio.
    In: Working Papers.
    RePEc:snb:snbwpa:2016-12.

    Full description at Econpapers || Download paper

19. Capital Buffer, Credit Risk and Liquidity Behaviour: Evidence for GCC Banks. (2016). Ghosh, Saibal.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:58:y:2016:i:4:d:10.1057_s41294-016-0005-1.

    Full description at Econpapers || Download paper

20. Systemic risk and heterogeneous leverage in banking networks. (2016). SaltoÄŸlu, Burak ; Kuzubas, Tolga ; Saltolu, Burak ; Sever, Can .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:462:y:2016:i:c:p:358-375.

    Full description at Econpapers || Download paper

21. Asian financial integration: Global or regional? Evidence from money and bond markets. (2016). Rughoo, Aarti ; You, Kefei .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:419-434.

    Full description at Econpapers || Download paper

22. Capital and contagion in financial networks. (2015). Pierobon, F ; Battiston, S ; Infante, L ; di Iasio, G.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:39-11.

    Full description at Econpapers || Download paper

23. Systemic Liquidity Crisis with Dynamic Haircuts. (2014). SEVER, CAN.
    In: MPRA Paper.
    RePEc:pra:mprapa:55602.

    Full description at Econpapers || Download paper

24. Bank Funding Costs for International Banks. (2014). Spaltro, Marco ; Babihuga, Rita.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/071.

    Full description at Econpapers || Download paper

25. Fund Management And the Liquidity of The Bank. (2014). Iskandar, Dudy ; Ginting, Ramlan ; Wuryandani, Gantiah ; Sitompul, Zulkarnain.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:16:y:2014:i:3h:p:231-258.

    Full description at Econpapers || Download paper

26. Network Risk and Key Players: A Structural Analysis of Interbank Liquidity. (2014). Yuan, Kathy ; Julliard, Christian ; Denbee, Edward.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp734.

    Full description at Econpapers || Download paper

27. Implications of financialisation for sustainability. (2014). Ticci, Elisa ; Gabbi, Giampaolo.
    In: Working papers.
    RePEc:fes:wpaper:wpaper47.

    Full description at Econpapers || Download paper

28. Network risk and key players: a structural analysis of interbank liquidity. (2014). Yuan, Kathy ; Yepremyan, Liana ; Julliard, Christian ; Denbee, Edward.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:119028.

    Full description at Econpapers || Download paper

29. Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation. (2014). SEVER, CAN ; SaltoÄŸlu, Burak ; Kuzubas, Tolga ; Saltoglu, Burak .
    In: Working Papers.
    RePEc:bou:wpaper:2014/01.

    Full description at Econpapers || Download paper

30. Implications of the liquidity crisis in the Baltic-Nordic region. (2014). Karilaid, Ivo ; Tõnn Talpsepp, ; Vaarmets, Tarvo .
    In: Baltic Journal of Economics.
    RePEc:bic:journl:v:14:y:2014:i:1-2:p:35-54.

    Full description at Econpapers || Download paper

31. Capital and Contagion in Financial Networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; Pierobon, Federico ; Battiston, Stefano.
    In: MPRA Paper.
    RePEc:pra:mprapa:52141.

    Full description at Econpapers || Download paper

32. Repo Market – A Tool to Manage Liquidity in Financial Institutions. (2013). Nath, Golaka .
    In: MPRA Paper.
    RePEc:pra:mprapa:51590.

    Full description at Econpapers || Download paper

33. 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

34. Bank liquidity hoarding and the financial crisis: an empirical evaluation. (2013). Berrospide, Jose .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-03.

    Full description at Econpapers || Download paper

35. Central bank refinancing, interbank markets and the hypothesis of liquidity hoarding: evidence from a euro-area banking system. (2013). Affinito, Massimiliano.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131607.

    Full description at Econpapers || Download paper

36. Determinants of the rate of the Dutch unsecured overnight money market. (2013). Heuver, Richard ; Heijmans, Ronald ; Hernandez, Lola.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:374.

    Full description at Econpapers || Download paper

37. Central bank refinancing, interbank markets, and the hypothesis of liquidity hoarding: evidence from a euro-area banking system. (2013). Affinito, Massimiliano.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_928_13.

    Full description at Econpapers || Download paper

38. Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach. (2012). Moreno, Antonio ; López-Espinosa, Germán ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0212.

    Full description at Econpapers || Download paper

39. Systemic banks and the lender of last resort. (2012). PONCE, Jorge ; Rennert, Marc .
    In: Documentos de Trabajo (working papers).
    RePEc:ude:wpaper:1812.

    Full description at Econpapers || Download paper

40. Strategic Complementarity, Fragility, and Regulation. (2012). Vives, Xavier.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:789.

    Full description at Econpapers || Download paper

41. Short-Term Wholesale Funding and Systemic Risk; A Global Covar Approach. (2012). International Monetary Fund, .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/046.

    Full description at Econpapers || Download paper

42. Short-term wholesale funding and systemic risk: A global CoVaR approach. (2012). Moreno, Antonio ; López-Espinosa, Germán ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:12:p:3150-3162.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

44. A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110040.

    Full description at Econpapers || Download paper

45. Bargaining Power in the Repo Market. (2011). Kraenzlin, Sébastien ; von Scarpatetti, Benedikt .
    In: Working Papers.
    RePEc:snb:snbwpa:2011-14.

    Full description at Econpapers || Download paper

46. A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2011:q:4:a:1.

    Full description at Econpapers || Download paper

47. 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

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

    Full description at Econpapers || Download paper

49. Banks intraday liquidity management during operational outages: Theory and evidence from the UK payment system. (2010). Schanz, Jochen ; merrouche, ouarda.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:2:p:314-323.

    Full description at Econpapers || Download paper

Report date: 2024-08-26 14:42:58 || Create a citation alert || Missing content? Let us know