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A theory of collateral for the lender of last resort*
Choi, Dong Beom; Santos, João A. C.; Yorulmazer, Tanju - In: Review of finance : journal of the European Finance … 25 (2021) 4, pp. 973-996
Persistent link: https://www.econbiz.de/10012594629
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Liquidity shocks and interbank market failures : the role of deposit flights, non-performing loans, and competition
Macedo, Demian; Troster, Victor - In: Journal of economic interaction and coordination 16 (2021) 4, pp. 705-746
Persistent link: https://www.econbiz.de/10012618370
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Liquidity creation and funding ability during the interbank lending crunch
Beladi, Hamid; Hu, May; Park, Jason; How, Janice C. Y. - In: International review of financial analysis 67 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012299204
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Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon; Monfort, Alain; Renne, Jean-Paul; … - In: Journal of banking & finance 68 (2016), pp. 29-46
Persistent link: https://www.econbiz.de/10011634788
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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
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The link between incomplete information on the interbank network and counterparty risk
Förster, Daniel; Walther, Martin J. - In: Credit and capital markets : Kredit und Kapital 52 (2019) 2, pp. 213-227
Persistent link: https://www.econbiz.de/10012229968
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Regional liquidity risk and covered interest parity during the global financial crisis : evidence from Tokyo, London, and New York
Fukuda, Shin'ichi - In: International economic journal 30 (2016) 3, pp. 339-359
Persistent link: https://www.econbiz.de/10011704512
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Short-term liquidity contagion in the interbank market
Carlos, León; Martínez, Constanza; Cepeda L., Freddy - In: Cuadernos de economía 38 (2019) 76, pp. 51-79
Persistent link: https://www.econbiz.de/10012166939
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Sovereign credit risk and stock markets : does the markets’ dependency increase with financial Distress?
Silva, Paulo Pereira da - In: International Journal of Financial Studies : open … 2 (2014) 1, pp. 145-167
This paper addresses the relationship between stock markets and credit default swaps (CDS) markets. In particular, I aim to gauge if the co-movement between stock prices and sovereign CDS spreads increases with the deterioration of the credit quality of sovereign debt. The analysis of...
Persistent link: https://www.econbiz.de/10010373349
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The trade-off between liquidity risk and counterparty risk in money market networks
León, Carlos; Sarmiento, Miguel - In: The journal of financial market infrastructures 9 (2020) 2, pp. 27-53
Persistent link: https://www.econbiz.de/10012803304