Showing 1 - 10 of 14
Persistent link: https://www.econbiz.de/10010488940
Persistent link: https://www.econbiz.de/10011478404
We introduce a dynamic network model of interbank lending and estimate the parameters by indirect inference using network statistics of the Dutch interbank market from mid-February 2008 through April 2011. We find that credit-risk uncertainty and peer monitoring are significant factors in...
Persistent link: https://www.econbiz.de/10011478534
Persistent link: https://www.econbiz.de/10010496224
Persistent link: https://www.econbiz.de/10010188574
Persistent link: https://www.econbiz.de/10012405299
Persistent link: https://www.econbiz.de/10011974088
Persistent link: https://www.econbiz.de/10011899383
Persistent link: https://www.econbiz.de/10003519144
Persistent link: https://www.econbiz.de/10002848074