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An empirical analysis of excess interbank liquidity : a case study of Pakistan
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - In: Applied economics 47 (2015) 43/45, pp. 4754-4776
Persistent link: https://www.econbiz.de/10011380769
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Systemic risk in the Angolan interbank payment system : a network approach
Borges, Maria Rosa; Ulica, Lauriano; Gubareva, Mariya - In: Applied economics 52 (2020) 45, pp. 4900-4912
Persistent link: https://www.econbiz.de/10012306516
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Interbank networks and backdoor bailouts : benefiting from other banks' government guarantees
Eisert, Tim; Eufinger, Christian - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3673-3693
Persistent link: https://www.econbiz.de/10012062744
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How does deleveraging affect funding market liquidity?
Qiu, Buhui; Tian, Gary Gang; Zeng, Haijian - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4568-4601
Persistent link: https://www.econbiz.de/10013369090
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Imperfect renegotiations in interbank financial networks
David, Alexander; Lehar, Alfred - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2342-2359
Persistent link: https://www.econbiz.de/10012039785
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Simultaneous Search and Network Efficiency
Gautier, Pieter A.; Holzner, Christian - 2011
When workers send applications to vacancies they create a network. Frictions arise if workers do not know where other workers apply to (this affects network creation) and firms do not know which candidates other firms consider (this affects network clearing). We show that those frictions and the...
Persistent link: https://www.econbiz.de/10010277402
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Network Formation and Heterogeneous Risks
Cabrales, Antonio; Gottardi, Piero - 2024
We study a new model to study the effect of contract externalities that arise through shock transmission. We model a financial network where good firms enjoy direct and indirect benefits from linking with one another. Bad risks benefit from having a connection with a good firm, but they are a...
Persistent link: https://www.econbiz.de/10014574278
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The price of liquidity: bank characteristics and market conditions
Fecht, Falko; Nyborg, Kjell G.; Rocholl, Jörg - 2009
We study differences in the price paid for liquidity across banks using price data at the individual bank level. Unique … to gauge the extent to which a bank is short or long liquidity. We find that the price a bank pays for liquidity depends … on the liquidity positions of other banks, as well as its own. There is evidence that liquidity squeezes occasionally …
Persistent link: https://www.econbiz.de/10010264580
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Government bailouts and default risks of a duopoly : strong bank versus weak bank
Tsai, Jeng-Yan; Lin, Jyh-horng; Cheng, Chu-Yun - In: Applied economics 46 (2014) 34/36, pp. 4137-4150
Persistent link: https://www.econbiz.de/10010462849
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Regulation and market liquidity
Trebbi, Francesco; Xiao, Kairong - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 1949-1968
Persistent link: https://www.econbiz.de/10012039714