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The transmission of liquidity shocks via China's segmented money market : evidence from recent market events
Lu, Ruoxi; Bessler, David A.; Leatham, David J. - In: Journal of international financial markets, … 57 (2018), pp. 110-126
Persistent link: https://www.econbiz.de/10012127609
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International business : determinants of interbank activities
Moshirian, Fariborz - In: Journal of international financial markets, … 7 (1997) 4, pp. 329-349
Persistent link: https://www.econbiz.de/10001242245
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Hoarding and short-squeezing in times of crisis : evidence from the Euro overnight money market
Brossard, Olivier; Saroyan, Susanna - In: Journal of international financial markets, … 40 (2016), pp. 163-185
Persistent link: https://www.econbiz.de/10011475849
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Payment prioritisation and liquidity risk in collateralised interbank payment systems
Caux, Robert de; Brede, Markus; McGroarty, Frank - In: Journal of international financial markets, … 41 (2016), pp. 139-150
Persistent link: https://www.econbiz.de/10011475954
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Liquidity risk contagion in the interbank market
Eross, Andrea; Urquhart, Andrew; Wolfe, Simon - In: Journal of international financial markets, … 45 (2016), pp. 142-155
Persistent link: https://www.econbiz.de/10011690513
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Banks’ responses to funding liquidity shocks : lending adjustment, liquidity hoarding and fire sales
Haan, Leo de; End, Jan-Willem van den - In: Journal of international financial markets, … 26 (2013), pp. 152-174
Persistent link: https://www.econbiz.de/10010234929
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Estimation for factor models term structure of interest rates with jumps : the case of the Taiwanese government bond market
Lin, Bing-huei; Yeh, Shih-kuo - In: Journal of international financial markets, … 11 (2001) 2, pp. 167-197
Persistent link: https://www.econbiz.de/10001575250
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The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads
Ji, Philip Inyeob; In, Francis Haeuck - In: Journal of international financial markets, … 20 (2010) 5, pp. 575-589
Persistent link: https://www.econbiz.de/10009247741
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The time-varying response of foreign stock markets to US monetary policy surprises : evidence from the Federal funds futures market
Kishor, N. Kundan; Marfatia, Hardik A. - In: Journal of international financial markets, … 24 (2013), pp. 1-24
Persistent link: https://www.econbiz.de/10009726483
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30-Day Interbank futures : investigating the process of price discovery following RBA cash target rate announcements
Smales, Lee A. - In: Journal of international financial markets, … 22 (2012) 4, pp. 1006-1023
Persistent link: https://www.econbiz.de/10009582489