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Ferrari, Massimo Minesso - 2020

In this paper, I incorporate a complex network model into a state of the art stochastic general equilibrium framework with an active interbank market. Banks exchange funds one another generating a complex web of interbanking relations. With the tools of network analysis it is possible to study...

Persistent link: https://www.econbiz.de/10012241220

Sources of Liquidity and Liquidity Shortages

Kahn, Charles M. - 2017

We investigate a model of liquidity sources that incorporates a general equilibrium feature of liquidity: when banks … hold more liquidity, other sectors of the economy hold less of it and will consequently supply less in times of crisis. The … private allocation of liquidity is inefficient and optimal liquidity regulation depends on the source of liquidity to which it …

Persistent link: https://www.econbiz.de/10012976648

A simple general equilibrium model of large excess reserves

Ennis, Huberto M. - In: Journal of monetary economics 98 (2018), pp. 50-65

Persistent link: https://www.econbiz.de/10012109008

A simple general equilibrium model of large excess reserves

Ennis, Huberto M. - 2014

Persistent link: https://www.econbiz.de/10010399815

A Simple General Equilibrium Model of Large Excess Reserves

Ennis, Huberto M. - 2014

I study a non-stochastic, perfect foresight, general equilibrium model with a banking system that may hold large excess reserves when the central bank pays interest on reserves. The banking system also faces a capital constraint that may or may not be binding. When the rate of interest on...

Persistent link: https://www.econbiz.de/10013050538