Alexius, Annika; Birenstam, Helene; Eklund, Johanna - In: Journal of International Money and Finance 48 (2014) PA, pp. 202-217
When the interbank market risk premium soared during the financial crisis, it created a wedge between interest rates … supplying liquidity to the domestic interbank market. This paper studies the Swedish interbank market risk premium using a … significant reduction of the interbank market risk premium, as are credit provisions by the central bank. …