Works matching DE "INTERBANK market"

Results: 376

Are LTROs Monetary Policy Operations or Is the Central Bank Behaving as a Market Maker of Last Resort? A Reply to Febrero, Uxó and Dejuán.

Published in:

Review of Political Economy, 2025, v. 37, n. 3, p. 1210, doi. 10.1080/09538259.2025.2498805

By:

Tropeano, Domenica

Publication type:

Article

Systemic turbulence and risk spillovers in IBOR rates in Europe.

Published in:

Argumenta Oeconomica, 2025, v. 54, n. 1, p. 225, doi. 10.15611/aoe.2025.1.14

By:

Dziwok, Ewa;
Karaś, Marta;
Stachura, Michał

Publication type:

Article

Alliance-based modeling of interbank lending networks: insights into risk contagion dynamics.

Published in:

PLoS ONE, 2025, v. 20, n. 6, p. 1, doi. 10.1371/journal.pone.0324981

By:

Jiang, Ziwen;
Jiang, Xu;
Yan, Huanlan;
Xie, Yu;
Yao, Jiamin

Publication type:

Article

Interbank Interest-Rate Model for the Banking Business of a Multi-Industry Game.

Published in:

Simulation & Gaming, 2019, v. 50, n. 6, p. 667, doi. 10.1177/1046878119858376

By:

Thavikulwat, Precha;
Yu, Bosco Wing Tong

Publication type:

Article

The Systemic Risk of Cross-Border Banking: Evidence from the Sudden Stop and Interbank Stress Contagion in East Asia.

Published in:

Emerging Markets Finance & Trade, 2016, v. 52, n. 1, p. 237, doi. 10.1080/1540496X.2015.1021643

By:

Le, Chau H.A.;
Dickinson, David G.

Publication type:

Article

Credit Risk in Interbank Networks.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, p. S27, doi. 10.1080/1540496X.2015.1080554

By:

Hoffmann De Quadros, Vanessa;
González-Avella, Juan Carlos;
Iglesias, José Roberto

Publication type:

Article

Spread Components in the Hungarian Forint-Euro Market.

Published in:

Emerging Markets Finance & Trade, 2012, v. 48, n. 3, p. 52, doi. 10.2753/REE1540-496X480303

By:

Frömmel, Michael;
Van Gysegem, Frederick

Publication type:

Article

A theoretical framework for simulating systemic risk and its application to analysis of the banking system.

Published in:

Cogent Economics & Finance, 2021, v. 9, n. 1, p. 1, doi. 10.1080/23322039.2021.1986930

By:

Keregero, Chirongo Moses

Publication type:

Article

Risk externalities in a payments oligopoly.

Published in:

Portuguese Economic Journal, 2011, v. 10, n. 3, p. 211, doi. 10.1007/s10258-010-0064-6

By:

Nilssen, Tore

Publication type:

Article

The SER Spread Under the ECB Quantitative Easing.

Published in:

European Financial & Accounting Journal, 2019, n. 2, p. 43, doi. 10.18267/j.efaj.226

By:

Jakl, Jakub

Publication type:

Article

DISCUSSION (Vincent P. Apilado).

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 2, p. 777, doi. 10.2307/2329712

By:

Apilado, Vincent P.

Publication type:

Article

RISK, RETURN, AND THE MORPHOLOGY OF COMMERCIAL BANKING.

Published in:

Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 2, p. 763, doi. 10.2307/2329711

By:

Emery, John T.

Publication type:

Article

How Well Does the International Monetary Market Track the Interbank Forward Market?

Published in:

Financial Analysts Journal, 1976, v. 32, n. 1, p. 50, doi. 10.2469/faj.v32.n1.50

By:

Denis Jr., Jack

Publication type:

Article

The Scale and Geography of Collusion in the European Market: A Longitudinal View.

Published in:

Journal of Common Market Studies, 2015, v. 53, n. 4, p. 737, doi. 10.1111/jcms.12232

By:

Buch‐Hansen, Hubert;
Levallois, Clement

Publication type:

Article

Using Weighted Shapley Values to Measure the Systemic Risk of Interconnected Banks.

Published in:

Pacific Economic Review, 2018, v. 23, n. 2, p. 244, doi. 10.1111/1468-0106.12155

By:

Lin, Junshan

Publication type:

Article

Correlation Analysis of Interbank Money Market Interest Rate and Financial Crisis Based on Neural Network Model.

Published in:

Security & Communication Networks, 2022, p. 1, doi. 10.1155/2022/8807215

By:

Zeng, Xiaohua;
Yuan, Chiping;
Liang, Changzhou

Publication type:

Article

An Agent-Based Approach to Interbank Market Lending Decisions and Risk Implications.

Published in:

Information (2078-2489), 2018, v. 9, n. 6, p. 132, doi. 10.3390/info9060132

By:

Liu, Anqi;
Mo, Cheuk Yin Jeffrey;
Paddrik, Mark E.;
Yang, Steve Y.

Publication type:

Article

A Theory of Bank Illiquidity and Default with Hidden Trades.

Published in:

Review of Finance, 2017, v. 21, n. 3, p. 1123, doi. 10.1093/rof/rfw066

By:

Panetti, Ettore

Publication type:

Article

Relationship Lending in the Interbank Market and the Price of Liquidity.

Published in:

Review of Finance, 2017, v. 21, n. 1, p. 33, doi. 10.1093/rof/rfw042

By:

Bräuning, Falk;
Fecht, Falko

Publication type:

Article

Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis*.

Published in:

Review of Finance, 2013, v. 17, n. 1, p. 107, doi. 10.1093/rof/rfs022

By:

Acharya, Viral V.;
Merrouche, Ouarda

Publication type:

Article

An empirical analysis of excess interbank liquidity: a case study of Pakistan.

Published in:

2015

By:

Omer, Muhammad;
De Haan, Jakob;
Scholtens, Bert

Publication type:

Case Study

Banks' regulatory buffers, liquidity networks and monetary policy transmission.

Published in:

Applied Economics, 2009, v. 41, n. 16, p. 2013, doi. 10.1080/00036840802360245

By:

Merkl, Christian;
Stolz, Stéphanie

Publication type:

Article

Time-series model forecasts and structural breaks: evidence from Spanish pre-EMU interest rates.

Published in:

Applied Economics, 2008, v. 40, n. 13, p. 1707, doi. 10.1080/00036840600895640

By:

Fernández-Serrano, José Luis;
Robles-Fernández, M. Dolores

Publication type:

Article

ANALYZING THE RELATIONSHIP BETWEEN EONIA AND EONIASWAP RATES. A COINTEGRATION APPROACH.

Published in:

Revista Romana de Economie, 2014, p. 197

By:

FĂT, Codruţa Maria;
MUTU, Simona

Publication type:

Article

The Role of Eonia in the Dynamics of Short-Term Interbank Rates.

Published in:

Panoeconomicus, 2020, v. 67, n. 2, p. 225, doi. 10.2298/PAN171004018C

By:

Vides, José Carlos;
Golpe, Antonio A.;
Iglesias, Jesús

Publication type:

Article

How Are Interbank and Sovereign Debt Markets Linked? Evidence from 14 OECD Countries, the Euro Area and Russia.

Published in:

Panoeconomicus, 2014, v. 61, n. 3, p. 331, doi. 10.2298/PAN1403331S

By:

Stolbov, Mikhail

Publication type:

Article

An Equilibrium Model of Interbank Networks Based on Variational Inequalities.

Published in:

Advances in Mathematical Physics, 2013, p. 1, doi. 10.1155/2013/175232

By:

Shouwei Li;
Jianmin He

Publication type:

Article

Collusive Benchmark Rates Fixing.

Published in:: 2018
Publication type:: Abstract

Intervention on default contagion under partial information in a financial network.

Published in:

PLoS ONE, 2019, v. 14, n. 1, p. 1, doi. 10.1371/journal.pone.0209819

By:

Xu, Yang

Publication type:

Article

Network-based risk measurements for interbank systems.

Published in:

PLoS ONE, 2018, v. 13, n. 7, p. 1, doi. 10.1371/journal.pone.0200209

By:

Li, Yongli;
Liu, Guanghe;
Pin, Paolo

Publication type:

Article

Interbank borrowing and lending between financially constrained banks.

Published in:

Economic Theory, 2020, v. 70, n. 2, p. 347, doi. 10.1007/s00199-019-01220-9

By:

Dietrich, Diemo;
Hauck, Achim

Publication type:

Article

Defaulting firms and systemic risks in financial networks: a normative approach.

Published in:

Economic Theory, 2020, v. 70, n. 2, p. 503, doi. 10.1007/s00199-019-01217-4

By:

Houy, Nicolas;
Jouneau, Frédéric;
Le Grand, François

Publication type:

Article

Interbank market friction-induced holdings of precautionary liquidity: implications for bank loan supply and monetary policy implementation.

Published in:

Economic Theory, 2020, v. 70, n. 1, p. 165, doi. 10.1007/s00199-019-01207-6

By:

Bucher, Monika;
Hauck, Achim;
Neyer, Ulrike

Publication type:

Article

The effect of the central bank's standing facilities on interbank lending and bank liquidity holding.

Published in:

Economic Theory, 2019, v. 68, n. 3, p. 537, doi. 10.1007/s00199-018-1134-8

By:

Näther, Maria

Publication type:

Article

Liquidation and merger conditions in the banking industry: the Itaú-Unibanco case.

Published in:

Revista Contabilidade & Finanças - USP, 2020, v. 31, n. 82, p. 99, doi. 10.1590/1808-057x201908140

By:

de Abreu Azevedo, Monique;
Ricardo Gartner, Ivan

Publication type:

Article

Pass-through of Change in Policy Interest Rate to Market Rates.

Published in:

Pakistan Development Review, 2008, v. 47, n. 4, p. 661, doi. 10.30541/v47i4IIpp.661-674

By:

KHAWAJA, M. IDREES;
KHAN, SAJAWAL

Publication type:

Article

Have Too-Big-to-Fail Expectations Diminished? Evidence from the European Overnight Interbank Market.

Published in:

Journal of Financial Services Research, 2021, v. 60, n. 1, p. 25, doi. 10.1007/s10693-021-00351-2

By:

Tölö, Eero;
Jokivuolle, Esa;
Viren, Matti

Publication type:

Article

Firm Industry Affiliation and Multiple Bank Relationships.

Published in:

Journal of Financial Services Research, 2017, v. 51, n. 1, p. 1, doi. 10.1007/s10693-015-0237-7

By:

Ongena, Steven;
Yu, Yuejuan

Publication type:

Article

Liquidity Crunch in the Interbank Market: Is it Credit or Liquidity Risk, or Both?

Published in:

Journal of Financial Services Research, 2012, v. 41, n. 1/2, p. 1, doi. 10.1007/s10693-011-0110-2

By:

Baglioni, Angelo

Publication type:

Article

Modelling Deposit Insurance Scheme Losses in a Basel 2 Framework.

Published in:

Journal of Financial Services Research, 2011, v. 40, n. 3, p. 123, doi. 10.1007/s10693-010-0097-0

By:

Lisa, Riccardo;
Zedda, Stefano;
Vallascas, Francesco;
Campolongo, Francesca;
Marchesi, Massimo

Publication type:

Article

Interbank Credit Lines as a Channel of Contagion.

Published in:

Journal of Financial Services Research, 2006, v. 29, n. 1, p. 37, doi. 10.1007/s10693-005-5107-2

By:

Müller, Jeannette

Publication type:

Article

U.K. Regulatory Revision -- A New Blueprint for Reform.

Published in:

International Lawyer, 2012, v. 46, n. 3, p. 787

By:

WALKER, G. A.

Publication type:

Article

Transparency in the interbank market and the volume of bank intermediated loans.

Published in:

International Journal of Economic Theory, 2006, v. 2, n. 2, p. 123, doi. 10.1111/j.1742-7363.2006.00027.x

By:

Broll, Udo;
Eckwert, Bernhard

Publication type:

Article

Monetary Policy Implementation and Volatility Transmission Along the Yield Curve: The Case of Kenya.

Published in:

South African Journal of Economics, 2017, v. 85, n. 3, p. 455, doi. 10.1111/saje.12155

By:

Alper, C. Emre;
Armando Morales, R.;
Yang, Fan

Publication type:

Article

THE TRANSMISSION OF MONETARY POLICY UNDER THE REPO SYSTEM IN SOUTH AFRICA: AN EMPIRICAL ANALYSIS.

Published in:

South African Journal of Economics, 2005, v. 73, n. 4, p. 657, doi. 10.1111/j.1813-6982.2005.00045.x

By:

DE ANGELIS, C.;
AZIAKPONO, M. J.;
FAURE, A. PIERRE

Publication type:

Article

Liquidity Risk and Long-Term Finance: Evidence from a Natural Experiment.

Published in:

Review of Economic Studies, 2022, v. 89, n. 3, p. 1278, doi. 10.1093/restud/rdab065

By:

Choudhary, M Ali;
Limodio, Nicola

Publication type:

Article

Securitization and Lending Competition.

Published in:

Review of Economic Studies, 2015, v. 82, n. 4, p. 1383, doi. 10.1093/restud/rdv013

By:

FRANKEL, DAVID M.;
YU JIN

Publication type:

Article

From pandemic to systemic risk: contagion in the U.S. tourism sector.

Published in:

2022

By:

Shahzad, Syed Jawad Hussain;
Hoang, Thi Hong Van;
Bouri, Elie

Publication type:

Letter

Macro-prudential policies and financial cycle in Iran.

Published in:

International Journal of Business & Development Studies, 2021, v. 13, n. 1, p. 95, doi. 10.22111/ijbds.2021.6582

By:

Keshtgar, Nafiseh;
Pahlavani, Mosayeb;
Mirjalili, Seyed Hossein

Publication type:

Article

Announcement.

Published in:: Journal of Financial Data Science, 2025, v. 7, n. 1, p. 8, doi. 10.3905/jfds.2025.1.181
Publication type:: Article