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The role of interbank relationships and liquidity needs

Craig, Ben R.; Fecht, Falko; Tümer-Alkan, Günseli - 2013

In this paper, we focus on the interconnectedness of banks and the price they pay for liquidity. We assess how the … to meet its liquidity demand. We use quarterly data of bilateral interbank credit exposures between all German banks from …’s willingness to pay for liquidity since they had variable rate tenders with a “pay-your-bid” price. Controlling for bank …

Persistent link: https://www.econbiz.de/10010238510

Interbank intermediation

Bluhm, Marcel; Georg, Co-Pierre; Krahnen, Jan Pieter - 2016

This paper explores the economics of interbank lending and borrowing using bank-balance sheet data for Germany, the largest European economy. Our 2002 - 2014 panel data set allows us to analyze the cross section and the dynamics of the observed interbank exposures. Our findings suggest a genuine...

Persistent link: https://www.econbiz.de/10011483090

Liquidity commonality on National Stock Exchange : size and sector effect

Kumar, Suraj; Prasanna, Krishna - In: Applied economics letters 28 (2021) 14, pp. 1208-1221

Persistent link: https://www.econbiz.de/10012589994

The optimal mix of business entities : the value of partial limited liability

Kraizberg, Elli - 1989

Persistent link: https://www.econbiz.de/10000769114

Why do financially distressed firms pay dividends?

Cohen, Gil; Yagil, Joseph - In: Applied economics letters 16 (2009) 10/12, pp. 1201-1204

Persistent link: https://www.econbiz.de/10003886725

Labour contracts with firms subject to debt default penalties

Farrow, Raymond J. - 1986 - Rev.

Persistent link: https://www.econbiz.de/10003532291

Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach

Chu, Xiaojun - In: Applied economics letters 22 (2015) 10/12, pp. 820-824

Persistent link: https://www.econbiz.de/10011286077

A note on Basel III and liquidity

De Waal, Bernadine; Petersen, Mark A.; Hlatshwayo, … - In: Applied economics letters 20 (2013) 7/9, pp. 777-780

Persistent link: https://www.econbiz.de/10009761740

Koziol, Christian; Koziol, Philipp; Schön, Thomas - 2014

Correlated defaults and systemic risk are clearly priced in credit portfolio securities such as CDOs or index CDSs. In this paper we study an extensive CDX data set for evidence whether correlated defaults are also present in the underlying CDS market. We develop a cash flow based top-down...

Persistent link: https://www.econbiz.de/10010405475

The impact of policy responses on stock liquidity

Busch, Thomas; Lehnert, Thorsten - In: Applied economics letters 21 (2014) 10/12, pp. 842-845

Persistent link: https://www.econbiz.de/10010416230