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Interbank borrowing and bank liquidity risk

Li, Zongyuan; Lai, Rose Neng - In: The journal of financial research : the journal of the … 45 (2022) 1, pp. 53-91

Persistent link: https://www.econbiz.de/10013188118

Network formation with local complements and global substitutes : the case of R&D networks

Hsieh, Chih-sheng; König, Michael D.; Liu, Xiaodong - 2016 - This version: February 15, 2016

We analyze R&D collaboration networks in industries where firms are competitors in the product market. Firms' benefits from collaborations arise by sharing knowledge about a cost-reducing technology. By forming collaborations, however, firms also change their own competitive position in the...

Persistent link: https://www.econbiz.de/10011429537

Investigating risk contagion initiated by endogenous liquidity shocks : evidence from the US and eurozone interbank markets

Eross, Andrea; Urquhart, Andrew; Wolfe, Simon - In: The European journal of finance 25 (2019) 1, pp. 35-53

Persistent link: https://www.econbiz.de/10012206955

Interpersonal versus interbank lending networks : the role of intermediation in risk-sharing

Berlinger, Edina; Gosztonyi, Márton; Havran, Dániel; … - In: Emerging markets review 54 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014336718

Rollover risk, liquidity and macroprudential regulation

Ahnert, Toni - In: Journal of money, credit and banking : JMCB 48 (2016) 8, pp. 1753-1785

Persistent link: https://www.econbiz.de/10011707954

Liquidity risk after 20 years

Pástor, Ľuboš; Stambaugh, Robert F. - 2019

Persistent link: https://www.econbiz.de/10012149923

Chapter 19. Market Liquidity—Theory and Empirical Evidence

Vayanos, Dimitri; Wang, Jiang - 2013

In this paper we survey the theoretical and empirical literatures on market liquidity. We organize both literatures … basic questions within that model. We review the empirical literature through the lens of the theory, using the theory to …

Persistent link: https://www.econbiz.de/10014025359

Generalized Pareto processes and fund liquidity risk

Desmettre, Sascha; Kock, Johan de; Ruckdeschel, Peter; … - In: Quantitative finance 18 (2018) 8, pp. 1327-1343

Persistent link: https://www.econbiz.de/10011911542

Bank capital, liquid reserves, and insolvency risk

Hugonnier, Julien; Morellec, Erwan - In: Journal of financial economics 125 (2017) 2, pp. 266-285

Persistent link: https://www.econbiz.de/10011751701

Bank liquidity creation under micro uncertainty : the conditioning role of income structure

Van Dan Dang - In: Economic modelling 112 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013349123

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