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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.

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  6. No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Nagy, Balint-Zsolt ; Socaciu, Erzsebet-Mirjam ; Benedek, Botond.
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  18. Intermediation in the interbank lending market. (2022). Ma, Yiming ; Craig, Ben.
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  19. Social capital and bank liquidity hoarding. (2022). Zheng, Chen ; Kong, Adrian Wai ; Cronje, Tom.
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  20. Bank liquidity and exposure to industry shocks: Evidence from Ukraine. (2022). Talavera, Oleksandr ; Tsapin, Andriy ; Arias, Jose.
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  21. How do banks manage liquidity? Evidence from the ECB’s tiering experiment. (2022). Vergote, Olivier ; Sigaux, Jean-David ; Hoffmann, Peter ; Heider, Florian ; Baldo, Luca.
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  25. Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition. (2021). Troster, Victor ; Macedo, Demian.
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  26. Quantifying the importance of different contagion channels as sources of systemic risk. (2021). Siebenbrunner, Christoph.
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  28. Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System. (2021). Gries, Thomas ; Mitschke, Alexandra.
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  29. Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets. (2021). Kara, Marta A ; Dziwok, Ewa.
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  31. Norwegian interbank markets response to changes in liquidity policy. (2021). Findreng, Jon H ; Akram, Farooq Q.
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  32. Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus.
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  34. Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements. (2021). Wicknig, Florian ; Kaldorf, Matthias.
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  37. Monetary Policy Transmission with Interbank Market Fragmentation. (2020). Vari, Miklos.
    In: Journal of Money, Credit and Banking.
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  38. (In)Efficient Interbank Networks. (2020). Navarro, Noemí ; Castiglionesi, Fabio.
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  39. Interbank market friction-induced holdings of precautionary liquidity: implications for bank loan supply and monetary policy implementation. (2020). Neyer, Ulrike ; Hauck, Achim ; Bucher, Monika.
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  40. Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis. (2020). Iori, Giulia ; Germano, Guido ; Gabbi, Giampaolo ; Kapar, Burcu.
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  41. The Real Effects of Endogenous Defaults on the Interbank Market. (2020). Ferrari Minesso, Massimo.
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  42. A Liquidity Risk Stress-Testing Framework with Basel Liquidity Standards. (2020). Rusnák, Marek ; Komarkova, Zlatue ; Hejlova, Hana.
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  45. A fistful of dollars:Transmission of global funding shocks to EMs. (2020). Mathur, Aakriti ; Kumar, Shekhar Hari.
    In: IHEID Working Papers.
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  46. Central Clearing and Systemic Liquidity Risk. (2020). Paulson, Anna ; Nesmith, Travis ; King, Thomas ; Prono, Todd.
    In: Finance and Economics Discussion Series.
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  50. Liquidity requirements and the interbank loan market: An experimental investigation. (2020). Davis, Douglas ; Korenok, Oleg ; Prescott, Edward S ; Lightle, John P.
    In: Journal of Monetary Economics.
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  51. Does the lack of financial stability impair the transmission of monetary policy?. (2020). Imbierowicz, Bjorn ; Acharya, Viral V ; Teichmann, Daniel ; Steffen, Sascha.
    In: Journal of Financial Economics.
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  52. Do conventional monetary policy instruments matter in unconventional times?. (2020). Buchholz, Manuel ; Tonzer, Lena ; Schmidt, Kirsten.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301242.

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  53. The (un)intended effects of government bailouts: The impact of TARP on the interbank market and bank risk-taking. (2020). Wang, Weichao ; Behr, Patrick.
    In: Journal of Banking & Finance.
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  54. Illiquidity as a signal. (2020). Kahn, Charles ; Jorge, Jose.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300723.

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  55. Interest rate policy and interbank market breakdown. (2020). Nuckles, Marc.
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  56. Money markets, central bank balance sheet and regulation. (2020). Sigaux, Jean-David ; Hoerova, Marie ; Eisenschmidt, Jens ; Schepens, Glenn ; Linzert, Tobias ; Corradin, Stefano.
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  57. Unconventional monetary policy and funding liquidity risk. (2020). DARRACQ PARIES, Matthieu ; Vandeweyer, Quentin ; D'Avernas, Adrien.
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  58. Liquidity management, fire sale and liquidity crises in banking: the role of leverage. (2020). Vo, Quynh-Anh ; Gomez, Fabiana.
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  59. Bank Liquidity and Exposure to Industry Shocks. (2020). Talavera, Oleksandr ; Arias, Jose ; Tsapin, Andriy.
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  60. Allocating Losses: Bail-ins, Bailouts and Bank Regulation. (2020). Keister, Todd ; Mitkov, Yuliyan.
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  62. Systemic Risk from Interbank Credit Markets?. (2019). Gries, Thomas ; Mitschke, Alexandra.
    In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
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  63. Does the lack of financial stability impair the transmission of monetary policy?. (2019). Imbierowicz, Bjorn ; Teichmann, Daniel ; Steffen, Sascha ; Acharya, Viral V.
    In: CFS Working Paper Series.
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  64. Does the lack of financial stability impair the transmission of monetary policy?. (2019). Teichmann, Daniel ; Steffen, Sascha ; Imbierowicz, Bjorn ; Acharya, Viral V.
    In: Discussion Papers.
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  65. Do conventional monetary policy instruments matter in unconventional times?. (2019). Tonzer, Lena ; Schmidt, Kirsten ; Buchholz, Manuel.
    In: Discussion Papers.
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  66. Banking Panics and the Lender of Last Resort in a Monetary Economy. (2019). Watanabe, Makoto ; Matsuoka, Tarishi.
    In: Tinbergen Institute Discussion Papers.
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  67. The effect of the central bank’s standing facilities on interbank lending and bank liquidity holding. (2019). Nather, Maria.
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  68. Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads. (2019). Schwarz, Krista.
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  69. Does the Lack of Financial Stability Impair the Transmission of Monetary Policy?. (2019). Steffen, Sascha ; Imbierowicz, Bjorn ; Acharya, Viral ; Teichmann, Daniel.
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  70. Interbank Connections, Contagion and Bank Distress in the Great Depression. (2019). Wheelock, David ; Jaremski, Matthew ; Calomiris, Charles.
    In: NBER Working Papers.
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  71. An experimental examination of interbank markets. (2019). Korenok, Oleg ; Davis, Douglas ; Lightle, John P.
    In: Experimental Economics.
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  72. The Impact of Exogenous Liquidity Shocks on Banks Funding Costs: Microevidence from the Unsecured Interbank Market. (2019). Sarmiento, Miguel.
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  73. Interbank Connections, Contagion and Bank Distress in the Great Depression. (2019). Wheelock, David ; Jaremski, Matthew ; Calomiris, Charles.
    In: Working Papers.
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  74. Central Clearing and Systemic Liquidity Risk. (2019). Nesmith, Travis D ; Prono, Todd ; Paulson, Anna L ; Kingsley, Thomas G.
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  75. Interconnectedness in the interbank market. (2019). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso ; Michailidis, George.
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  76. What drives interbank loans? Evidence from Canada. (2019). Guérin, Pierre ; Bulusu, Narayan ; Guerin, Pierre.
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  77. Interbank rate uncertainty and bank lending. (2019). Uhlig, Harald ; Lenza, Michele ; Altavilla, Carlo ; Carboni, Giacomo ; Carlo Altavilla , .
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  79. What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy. (2019). Affinito, Massimiliano.
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  80. High-Speed Internet, Financial Technology and Banking in Africa. (2019). Limodio, Nicola ; D'Andrea, Angelo.
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  82. Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups. (2018). Ossandon Busch, Matias.
    In: IWH Discussion Papers.
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  83. Policy experiments in an agent-based model with credit networks. (2018). Grazzini, Jakob ; Delli Gatti, Domenico ; Cardaci, Alberto ; Assenza, Tiziana.
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  84. International financial integration, crises and monetary policy: evidence from the Euro area interbank crises. (2018). Peydro, Jose-Luis ; Fecht, Falko ; Brauning, Falk ; Abbassi, Puriya.
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  85. Credit Risk, Excess Reserves and Monetary Policy: The Deposits Channel. (2018). Bratsiotis, George.
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  86. Safe but fragile: Information acquisition, sponsor support and shadow bank runs. (2018). Pothier, David ; Konig, Philipp J.
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  87. Market Illiquidity, Credit Freezes and Endogenous Funding Constraints. (2018). Bachmann, Manuel.
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  88. Market Illiquidity, Credit Freezes and Endogenous Funding Constraints. (2018). Bachmann, Manuel.
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  89. Bilateral netting and systemic liquidity shortages in banking networks. (2018). Molinari, Massimo ; Gaffeo, Edoardo ; Gobbi, Lucio.
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  90. Unsecured and Secured Funding. (2018). Ranaldo, Angelo ; Wrampelmeyer, Jan ; di Filippo, Mario .
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  91. Does a bank levy increase frictions on the interbank market?. (2018). Snarska, Malgorzata ; Skorulska, Karolina ; Mielus, Piotr ; Hryckiewicz, Aneta.
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  92. Banks Liquidity Management and Financial Fragility. (2018). Panetti, Ettore ; Deidda, Luca.
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  93. Interbank Market Turmoils and the Macroeconomy. (2018). Kopiec, Paweł.
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  148. Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?. (2015). Soula, Jean-Loup.
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  23. Why do we need both liquidity regulations and a lender of last resort? A perspective from Federal Reserve lending during the 2007-09 US financial crisis. (2015). Carlson, Mark ; Duygan-Bump, Burcu ; Nelson, William .
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  24. Asymmetric shocks in a currency union: The role of central bank collateral policy.. (2015). Koulischer, Francois.
    In: Working papers.
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  25. Emergency Liquidity Facilities, Signalling and Funding Costs. (2015). Perez Saiz, Hector ; Lehar, Alfred ; Souissi, Moez ; Gauthier, Celine .
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-44.

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  26. Impact of Interbank Liquidity on Monetary Transmission Mechanism: A Case Study of Pakistan. (2014). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:70.

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  27. 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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  28. Intermediation and Voluntary Exposure to Counterparty Risk. (2014). Farboodi, Maryam.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:365.

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  29. 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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  30. 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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  31. Bank Risk Within and Across Equilibria. (2014). Agur, Itai.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/116.

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

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  33. Correlated bank runs, interbank markets and reserve requirements. (2014). CAON, Carlos ; Margaretic, Paula.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:515-533.

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  34. Central bank liquidity provision and collateral quality. (2014). Koulischer, Francois ; Struyven, Daan .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:113-130.

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  35. Bank risk within and across equilibria. (2014). Agur, Itai.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:48:y:2014:i:c:p:322-333.

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  36. Local liquidity constraints: What place for central bank regional policy? The French experience during the Belle Époque (1880–1913). (2014). Bazot, Guillaume.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:52:y:2014:i:c:p:44-62.

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  37. Explaining the Czech interbank market risk premium. (2014). Gersl, Adam ; Gerl, Adam ; Leanovska, Jitka .
    In: Economic Systems.
    RePEc:eee:ecosys:v:38:y:2014:i:4:p:536-551.

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  38. Shall We Keep Early Diers Alive?. (2014). Pinna, Andrea.
    In: Working Paper CRENoS.
    RePEc:cns:cnscwp:201411.

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  39. Financial Markets, Institutions and Liquidity. (2013). Carletti, Elena ; Allen, Franklin.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2013-06.

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  40. Bank competition, crisis and risk taking: Evidence from emerging markets in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe ; MacHrouh, Fouad .
    In: Post-Print.
    RePEc:hal:journl:hal-01098720.

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  41. On the efficiency of bilateral interbank insurance. (2013). Wagner, Wolf ; Castiglionesi, Fabio.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:22:y:2013:i:2:p:177-200.

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  42. The term structure of interbank risk. (2013). Trolle, Anders B. ; Filipovi, Damir.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:3:p:707-733.

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  43. Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales. (2013). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:152-174.

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  44. Bank competition, crisis and risk taking: Evidence from emerging markets in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe ; MacHrouh, Fouad .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:23:y:2013:i:c:p:196-221.

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  45. A macro stress testing framework for assessing systemic risks in the banking sector. (2013). Vouldis, Angelos ; Pancaro, Cosimo ; Żochowski, Dawid ; Kok, Christoffer ; Henry, Jerome ; Halaj, Grzegorz ; Amzallag, Adrien ; Zimmermann, Maik ; Sydow, Matthias ; Leber, Miha ; Kolb, Markus ; Gross, Marco ; Grodzicki, Maciej ; CABRAL, Ines ; Baudino, Patrizia .
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2013152.

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  46. Structural features and interest-rate dynamics of Russias interbank lending market. (2013). Egorov, Alexey ; Kovalenko, Olga .
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2013_023.

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  47. A CRITICAL REVIEW OF CONTAGION RISK IN BANKING. (2013). Hasman, Augusto.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:27:y:2013:i:5:p:978-995.

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  48. Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano. (2013). Estrada, Dairo ; Capera, Laura ; Lemus, Juan Sebastian .
    In: Temas de Estabilidad Financiera.
    RePEc:bdr:temest:077.

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  49. Bank Competition, Crisis and Risk-Taking: Evidence from Emerging Markets in Asia. (2012). TARAZI, Amine ; Soedarmono, Wahyoe ; MacHrouh, Fouad .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00918500.

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  50. Imperfect interbank markets and the lender of last resort. (2012). Matsuoka, Tarishi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:11:p:1673-1687.

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