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well as the Eurozone interbank market. Finally, we provide evidence of the effects of contagion on each bank, allowing for …
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We explore the impact of relationship lending on the interbank debt maturity struc- ture of banks using data from the e-MID market covering both pre- and post-Lehman periods. We study the term structure and maturity shortening of interbank lending as an indicator of risk in times of stress. We...
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