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Do central bank liquidity facilities affect interbank lending rates?. (2009). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; GlennD. Rudebusch, ; Jens H. E. Christensen, .
In: Working Paper Series.
RePEc:fip:fedfwp:2009-13.

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  2. Government support of banks and bank lending. (2020). Demiralp, Selva ; Lloyd, Nathan ; Bassett, William.
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  61. Inflation Targeting in Financially Stable Economies: Has it Been Flexible Enough?. (2011). Cowan, Kevin ; Pablo Garcia S., ; Calani, Mauricio .
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  70. Macro-finance models of interest rates and the economy. (2010). Rudebusch, Glenn ; GlennD. Rudebusch, .
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  71. Default, Liquidity and Crises : An Econometric Framework. (2010). Renne, Jean-Paul ; Monfort, Alain ; Alain Monfort ; Jean-Paul Renne, .
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  74. MACRO-FINANCE MODELS OF INTEREST RATES AND THE ECONOMY. (2010). Rudebusch, Glenn ; GlennD. Rudebusch, .
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  75. Identifying the Effect of the Bank of Japans Liquidity Facilities: The Case of Commercial Paper Operations During the Financial Turmoil. (2010). Hirose, Yasuo ; Ohyama, Shinsuke.
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  76. Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector. (2010). Nadal De Simone, Francisco ; Stragiotti, Franco .
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  77. An Assessment of the Bank of Canadas Term PRA Facility. (2010). Witmer, Jonathan ; Sebastian, Alex ; Enenajor, Emanuella .
    In: Staff Working Papers.
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  78. An Extended Macro-Finance Model with Financial Factors. (2009). Iania, Leonardo ; Dewachter, Hans.
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  79. An Extended Macro-Finance Model with Financial Factors. (2009). Iania, Leonardo ; Dewachter, Hans.
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  80. A theoretical foundation for the Nelson and Siegel class of yield curve models. (2009). Krippner, Leo.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2009/10.

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  81. Interbank Lending, Credit-Risk Premia, and Collateral. (2009). Hoerova, Marie ; Heider, Florian.
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  82. Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields. (2009). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Jens H. E. Christensen, .
    In: Proceedings.
    RePEc:fip:fedfpr:y:2009:i:jan:x:4.

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  83. An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model. (2008). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
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  84. Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields. (2008). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Jens H. E. Christensen, .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2008-34.

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  19. Nelson, Charles R., and Andrew F. Siegel, 1987, Parsimonious Modeling of Yield Curves, Journal of Business, 60, 473-489.

  20. Taylor, John B., and John C. Williams, 2009, A Black Swan in the Money Market, American Economic Journal: Macroeconomics, 1(1): 58-83.

Cocites

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  1. Banking Crisis, Moral Hazard and Fiscal Policy Responses.. (2016). Dai, Meixing ; Cheng, Jin ; Dufourt, Frederic .
    In: Working Papers of BETA.
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  2. The Euro Interbank Repo Market. (2015). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Mancini, Loreano .
    In: Working Papers on Finance.
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  3. Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks. (2015). Sarmiento, Miguel ; Machado, C ; Leon, C E.
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  4. Uncertainty Aversion and Systemic Risk. (2015). Dicks, David L. ; Fulghieri, Paolo .
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  5. 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.
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  6. Frictions in the interbank market and uncertain liquidity needs: Implications for monetary policy implementation. (2014). Hauck, Achim ; Neyer, Ulrike ; Bucher, Monika.
    In: DICE Discussion Papers.
    RePEc:zbw:dicedp:134.

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  7. An Empirical Analysis of Excess Interbank Liquidity: A Case Study of Pakistan. (2014). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:69.

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  8. Impact of Interbank Liquidity on Monetary Transmission Mechanism: A Case Study of Pakistan. (2014). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
    In: MPRA Paper.
    RePEc:pra:mprapa:56161.

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  9. An Empirical Analysis of Excess Interbank Liquidity: A Case Study of Pakistan. (2014). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
    In: MPRA Paper.
    RePEc:pra:mprapa:56143.

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  10. Money, financial stability and efficiency. (2014). Gale, Douglas ; Carletti, Elena ; Allen, Franklin.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:149:y:2014:i:c:p:100-127.

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  11. Identifying central bank liquidity super-spreaders in interbank funds networks. (2014). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos ; Machado, Clara .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:011187.

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  12. Credit Market Competition and Liquidity Crises. (2014). leonello, agnese ; Carletti, Elena.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4647.

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  13. Identifying central bank liquidity super-spreaders in interbank funds networks. (2014). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos ; Machado, Clara .
    In: Borradores de Economia.
    RePEc:bdr:borrec:816.

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  14. Systemic Losses Due to Counter Party Risk in a Stylized Banking System. (2014). Birch, Annika ; Aste, Tomaso.
    In: Papers.
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  15. Lending attitude as a financial accelerator in a credit network economy. (2013). Asanuma, Daiki .
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    RePEc:spr:jeicoo:v:8:y:2013:i:2:p:231-247.

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  16. Over-the-counter loans, adverse selection, and stigma in the interbank market. (2013). Weinberg, John ; Ennis, Huberto.
    In: Review of Economic Dynamics.
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  17. Financial Markets, Institutions and Liquidity. (2013). Carletti, Elena ; Allen, Franklin.
    In: RBA Annual Conference Volume.
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  18. Macroeconomic Stability, Financial Risks and Market Eciency: Evidence for a Small and Open Economy. (2013). Lefort, Fernando ; Díaz, Fernando ; Diaz, Fernando.
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  19. Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure. (2013). MORANA, CLAUDIO.
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  20. On the efficiency of bilateral interbank insurance. (2013). Wagner, Wolf ; Castiglionesi, Fabio.
    In: Journal of Financial Intermediation.
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  21. Reputational contagion and optimal regulatory forbearance. (2013). Morrison, Alan D. ; White, Lucy .
    In: Journal of Financial Economics.
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  22. The term structure of interbank risk. (2013). Trolle, Anders B. ; Filipovi, Damir.
    In: Journal of Financial Economics.
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  23. The interbank market after the financial turmoil: Squeezing liquidity in a “lemons market” or asking liquidity “on tap”. (2013). De Socio, Antonio.
    In: Journal of Banking & Finance.
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  24. Contagion and risk-sharing on the inter-bank market. (2013). Ladley, Daniel.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:7:p:1384-1400.

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  25. Central Banking and Financial Stability in the Long Run. (2013). Cao, Jin ; Chollete, Loran .
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  26. A CRITICAL REVIEW OF CONTAGION RISK IN BANKING. (2013). Hasman, Augusto.
    In: Journal of Economic Surveys.
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  27. Central bank refinancing, interbank markets, and the hypothesis of liquidity hoarding: evidence from a euro-area banking system. (2013). Affinito, Massimiliano.
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  28. Credit risk connectivity in the financial industry and stabilization effects of government bailouts. (2012). Wedow, Michael ; Koetter, Michael ; Bosma, Jakob .
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  29. Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity. (2012). Ranaldo, Angelo ; Griffoli, Tommaso Mancini .
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  30. Systemic banks and the lender of last resort. (2012). PONCE, Jorge ; Rennert, Marc .
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  31. Leveraging and risk taking within the German banking system: Evidence of the financial crisis in 2007 and 2008. (2012). Schmielewski, Frank .
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  32. Money, Financial Stability and Efficiency. (2012). Gale, Douglas ; Carletti, Elena ; Allen, Franklin.
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  33. Credit Market Competition and Liquidity Crises. (2012). leonello, agnese ; Carletti, Elena.
    In: Economics Working Papers.
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  34. Imperfect interbank markets and the lender of last resort. (2012). Matsuoka, Tarishi.
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  35. Complexity, concentration and contagion. (2011). Kapadia, Sujit ; HALDANE, ANDREW ; Gai, Prasanna.
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    RePEc:eee:moneco:v:58:y:2011:i:5:p:453-470.

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  36. Bank Risk within and across Equilibria. (2011). Agur, Itai.
    In: DNB Working Papers.
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  37. Complementing Bagehot: Illiquidity and insolvency resolution. (2011). Nijskens, Rob ; Eijffinger, Sylvester ; Eijffinger, Sylvester C W, .
    In: CEPR Discussion Papers.
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  38. Money, Financial Stability and Efficiency. (2011). Gale, Douglas ; Carletti, Elena ; Allen, Franklin.
    In: CEPR Discussion Papers.
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  39. Banking Crises: A Review. (2011). Laeven, Luc.
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:3:y:2011:p:17-40.

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  40. When the rivers run dry : liquidity and the use of wholesale funds in the transmission of the U.S. subprime crisis. (2010). Raddatz, Claudio.
    In: Policy Research Working Paper Series.
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  41. Systemic risk in a network model of interbank markets with central bank activity. (2010). Poschmann, Jenny ; Georg, Co-Pierre.
    In: Jena Economic Research Papers.
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  42. Deposit insurance and money market freezes. (2010). Suarez, Javier ; Bruche, Max.
    In: Journal of Monetary Economics.
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  43. Reputational contagion and optimal regulatory forbearance. (2010). Morrison, Alan D. ; White, Lucy .
    In: Working Paper Series.
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  44. The lender of last resort: liquidity provision versus the possibility of bail-out. (2010). Nijskens, Rob ; Eijffinger, Sylvester ; Eijffinger, Sylvester C. W., .
    In: CEPR Discussion Papers.
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  45. An Overview of the Crisis: Causes, Consequences, and Solutions-super-. (2010). Carletti, Elena ; Allen, Franklin.
    In: International Review of Finance.
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  46. Liquidity risk, credit risk, and the federal reserve’s responses to the crisis. (2009). Sarkar, Asani.
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  47. Interbank Lending, Credit-Risk Premia, and Collateral. (2009). Hoerova, Marie ; Heider, Florian.
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  48. No place to hide: The global crisis in equity markets in 2008/2009. (2009). Bodnar, Gordon ; Bartram, Söhnke.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:8:p:1246-1292.

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  49. Liquidity hoarding and interbank market spreads: the role of counterparty risk. (2009). Holthausen, Cornelia ; Hoerova, Marie ; Heider, Florian.
    In: Working Paper Series.
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  50. A model of stigma in the fed funds market. (2009). Weinberg, John ; Ennis, Huberto.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we095937.

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