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Monetary Policy Implementation and Volatility Transmission Along the Yield Curve: The Case of Kenya.
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- South African Journal of Economics, 2017, v. 85, n. 3, p. 455, doi. 10.1111/saje.12155
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- Article
THE TRANSMISSION OF MONETARY POLICY UNDER THE REPO SYSTEM IN SOUTH AFRICA: AN EMPIRICAL ANALYSIS.
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- South African Journal of Economics, 2005, v. 73, n. 4, p. 657, doi. 10.1111/j.1813-6982.2005.00045.x
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- Article
Interbank Interest-Rate Model for the Banking Business of a Multi-Industry Game.
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- Simulation & Gaming, 2019, v. 50, n. 6, p. 667, doi. 10.1177/1046878119858376
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- Article
A Dynamic Contagion Risk Model with Recovery Features.
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- Mathematics of Operations Research, 2022, v. 47, n. 2, p. 1412, doi. 10.1287/moor.2021.1174
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- Article
A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning.
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- Mathematics of Operations Research, 2020, v. 45, n. 3, p. 1127, doi. 10.1287/moor.2019.1025
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- Article
The Link Between Incomplete Information on the Interbank Network and Counterparty Risk.
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- Credit & Capital Markets / Kredit und Kapital, 2019, v. 52, n. 2, p. 213, doi. 10.3790/ccm.52.2.213
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Resilience of Interbank Market Networks to Shocks.
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- Discrete Dynamics in Nature & Society, 2011, p. 1, doi. 10.1155/2011/594945
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- Article
Deposit Competition, Interbank Market, and Bank Profit.
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- Journal of Risk & Financial Management, 2022, v. 15, n. 5, p. 194, doi. 10.3390/jrfm15050194
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- Article
Bank Competition Using Networks: A Study on an Emerging Economy.
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- Journal of Risk & Financial Management, 2021, v. 14, n. 9, p. 1, doi. 10.3390/jrfm14090402
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- Article
Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID.
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- Journal of Risk & Financial Management, 2021, v. 14, n. 5, p. 1, doi. 10.3390/jrfm14050212
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- Article
QE versus the Real Problems in the World Economy.
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- Journal of Risk & Financial Management, 2020, v. 13, n. 1, p. 1, doi. 10.3390/jrfm13010011
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- Article
Hungarian forint FX swap spreads during and beyond crisis times.
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- Journal of International Studies (2071-8330), 2022, v. 15, n. 1, p. 26, doi. 10.14254/2071-8330.2022/15-1/2
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- Article
Default Cascades in Complex Networks: Topology and Systemic Risk.
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- Scientific Reports, 2013, p. 1, doi. 10.1038/srep02759
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- Article
RETAIL BANK INTEREST RATE PASS-THROUGH: EMPIRICAL RESULTS FOR TAIWAN.
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- Taiwan Economic Forecast & Policy, 2014, v. 44, n. 2, p. 45
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- Article
Mobile Banking: An Emerging Issue in Bangladesh.
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- ASA University Review, 2013, v. 7, n. 1, p. 123
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- Article
Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis.
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- B.E. Journal of Macroeconomics, 2021, v. 21, n. 1, p. 323, doi. 10.1515/bejm-2019-0097
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- Article
New Proposed Determinants of Money Markets Interbank Based on Shariah Principles: An Empirical Overview from Indonesia.
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- Turkish Online Journal of Qualitative Inquiry, 2021, v. 12, n. 7, p. 3639
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- Article
CROATIAN KUNA: MONEY, OR JUST A CURRENCY? EVIDENCE FROM THE INTERBANK MARKET.
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- UTMS Journal of Economics, 2019, v. 10, n. 2, p. 149
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- Article
Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market.
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- Sustainability (2071-1050), 2023, v. 15, n. 3, p. 2727, doi. 10.3390/su15032727
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- Article
An adaptive endogenous network model for dynamic interbank lending market with central bank.
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- International Journal of Modern Physics C: Computational Physics & Physical Computation, 2023, v. 34, n. 11, p. 1, doi. 10.1142/S0129183123501504
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- Article
Systemic risk, maximum entropy and interbank contagion.
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- International Journal of Modern Physics C: Computational Physics & Physical Computation, 2016, v. 27, n. 12, p. -1, doi. 10.1142/S0129183116501485
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- Article
Loss distribution of systemic defaults in different interbank networks.
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- International Journal of Modern Physics C: Computational Physics & Physical Computation, 2016, v. 27, n. 10, p. -1, doi. 10.1142/S0129183116501217
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- Article
Interbank contagion risk in China under an ABM approach for network formation.
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- European Financial Management, 2023, v. 29, n. 2, p. 458, doi. 10.1111/eufm.12360
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- Article
Intervention on default contagion under partial information in a financial network.
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- PLoS ONE, 2019, v. 14, n. 1, p. 1, doi. 10.1371/journal.pone.0209819
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Network-based risk measurements for interbank systems.
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- PLoS ONE, 2018, v. 13, n. 7, p. 1, doi. 10.1371/journal.pone.0200209
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Interbank borrowing and lending between financially constrained banks.
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- Economic Theory, 2020, v. 70, n. 2, p. 347, doi. 10.1007/s00199-019-01220-9
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- Article
Defaulting firms and systemic risks in financial networks: a normative approach.
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- Economic Theory, 2020, v. 70, n. 2, p. 503, doi. 10.1007/s00199-019-01217-4
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- Article
Interbank market friction-induced holdings of precautionary liquidity: implications for bank loan supply and monetary policy implementation.
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- Economic Theory, 2020, v. 70, n. 1, p. 165, doi. 10.1007/s00199-019-01207-6
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- Article
The effect of the central bank's standing facilities on interbank lending and bank liquidity holding.
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- Economic Theory, 2019, v. 68, n. 3, p. 537, doi. 10.1007/s00199-018-1134-8
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- Article
Prediction of Systemic Risk Contagion Based on a Dynamic Complex Network Model Using Machine Learning Algorithm.
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- Complexity, 2020, p. 1, doi. 10.1155/2020/6035372
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- Article
Financial Networks 2019.
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- Complexity, 2019, p. 1, doi. 10.1155/2019/8257404
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- Article
IMPACT OF PANELISTS ON WIBOR RATES -- HYBRID APPROACH.
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- Scientific Journal European Policies, Finance & Marketing / Polityki Europejskie, Finanse & Marketing, 2020, n. 23, p. 123, doi. 10.22630/PEFIM.2020.23.72.10
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- Article
The Determinants of the Nondefaultable Spreads of Corporate Bonds: Evidence from China.
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- Discrete Dynamics in Nature & Society, 2021, p. 1, doi. 10.1155/2021/5595099
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- Article
The Stability of Banking System with Shadow Banking on Different Interbank Network Structures.
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- Discrete Dynamics in Nature & Society, 2021, p. 1, doi. 10.1155/2021/6650327
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- Article
Systemic Risk Contagion in Reconstructed Financial Credit Network within Banking and Firm Sectors on DebtRank Based Model.
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- Discrete Dynamics in Nature & Society, 2020, p. 1, doi. 10.1155/2020/8885657
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- Article
Systemic Risk Contagion in Reconstructed Financial Credit Network within Banking and Firm Sectors on DebtRank Based Model.
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- Discrete Dynamics in Nature & Society, 2020, p. 1, doi. 10.1155/2020/8885657
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- Article
The SER Spread Under the ECB Quantitative Easing.
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- European Financial & Accounting Journal, 2019, n. 2, p. 43, doi. 10.18267/j.efaj.226
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- Article
Modeling Financial System with Interbank Flows, Borrowing, and Investing.
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- Risks, 2018, v. 6, n. 4, p. 131, doi. 10.3390/risks6040131
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- Article
Mean Field Game with Delay: A Toy Model.
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- Risks, 2018, v. 6, n. 3, p. 90, doi. 10.3390/risks6030090
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- Article
Diversification and Systemic Risk: A Financial Network Perspective.
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- Risks, 2018, v. 6, n. 2, p. 54, doi. 10.3390/risks6020054
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- Article
THEORETICAL ASPECTS OF THE DEFINITIONS INTERBANK CREDIT MARKET AND IT'S CURRENT SITUATION IN UKRAINE.
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- Financial Space, 2015, n. 2, p. 38
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- Article
ROLE OF INTERBANK LENDING FOR ENSURED BANKING SYSTEM DEVELOPMENT.
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- Financial Space, 2015, n. 1, p. 262
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- Article
Econometric Modeling of Inter-Order Durations.
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- Acta Physica Polonica: A, 2015, v. 127, n. 3A, p. A-7, doi. 10.12693/APhysPolA.127.A-7
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- Article
Effects of the financial crisis and low interest rate environment on interest rate pass-through in Czech Republic, Hungary and Romania.
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- Acta Oeconomica, 2021, v. 71, n. 4, p. 551, doi. 10.1556/032.2021.00039
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- Article
DISCUSSION (Vincent P. Apilado).
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- Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 2, p. 777, doi. 10.2307/2329712
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RISK, RETURN, AND THE MORPHOLOGY OF COMMERCIAL BANKING.
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- Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 2, p. 763, doi. 10.2307/2329711
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- Article
Assessing the Inter Bank Disparity in Non-Performing Assets (NPAs) Management in Indian Public Sector Banks.
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- International Journal of Financial Management, 2017, v. 7, n. 2/3, p. 49
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- Article
Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market.
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- Journal of the Royal Statistical Society: Series C (Applied Statistics), 2020, v. 69, n. 4, p. 711, doi. 10.1111/rssc.12413
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- Article
Analysis of Overnight ROBOR Interbank Interest Rate Recorded in October 2008 Using a Correlational Mathematical Model.
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- Annals of the University Dunarea de Jos of Galati: Fascicle: I, Economics & Applied Informatics, 2013, v. 19, n. 2, p. 53
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- Article
Liquidity Regulatory Framework of Basel III: A Simulation Model for Balance Sheets and Profit and Loss Accounts.
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- IUP Journal of Financial Risk Management, 2014, v. 11, n. 1, p. 7
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- Article