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International Banking and Liquidity Risk Transmission : Lessons from Across Countries
Buch, Claudia M. - 2016
Network (IBRN), established in 2012, brings together researchers from around the world with access to micro-data on individual …
Persistent link: https://www.econbiz.de/10012988740
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A Network View on Interbank Market Freezes
Gabrieli, Silvia - 2016
We study the liquidity allocation among European banks around the Lehman insolvency using a novel dataset of all interbank loans settled via the Eurosystem's payment system TARGET2. Following the Lehman insolvency, lenders in the overnight segment become sensitive to counterparty characteristics...
Persistent link: https://www.econbiz.de/10012988703
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Contagious Herding and Endogenous Network Formation in Financial Networks
Georg, Co-Pierre - 2016
about their investment strategy ex-ante based on a private belief about the state of the world and a social belief formed …
Persistent link: https://www.econbiz.de/10012988737
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Banks and Sovereign Risk : A Granular View
Buch, Claudia M. - 2016
sovereign bond holdings at the onset of the sovereign debt crisis in Europe …
Persistent link: https://www.econbiz.de/10012988769