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The real effects of endogenous defaults on the interbank market
Ferrari, Massimo Minesso - In: Italian economic journal : official peer-reviewed … 6 (2020) 3, pp. 411-439
Persistent link: https://www.econbiz.de/10012293126
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The impact of exogenous liquidity shocks on banks funding costs : microevidence from the unsecured interbank market
Sarmiento, Miguel - 2019 - second version: January 2019
shock related to the U.S. tapering observed between May and September of 2013. We find that both liquidity shocks are …
Persistent link: https://www.econbiz.de/10011958312
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Systemic risk in a network model of interbank markets with central bank activity
Georg, Co-Pierre; Poschmann, Jenny - 2010
stability. We model the default of a large bank and analyse the resulting contagion effects. This is compared to a common shock …
Persistent link: https://www.econbiz.de/10003971540
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Issues regarding the conducting of the euro area monetary policy during the European debt crisis
Criste, Adlina - In: Acta Universitatis Danubius / Oeconomica 9 (2013) 2, pp. 96-106
Persistent link: https://www.econbiz.de/10010202658
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Asset Prices and Federal Funds Rate Shocks : The 2007-2009 Financial Crisis
Saggu, Aman - 2015
Persistent link: https://www.econbiz.de/10013020189
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Optimal liquidity control and systemic risk in an interbank network with liquidity shocks and regime-dependent interconnectedness
Chotipong Charoensom; Thaisiri Watewai - 2022
Persistent link: https://www.econbiz.de/10013259623
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Monetary policy and cross-border interbank market fragmentation : lessons from the crisis
Blattner, Tobias S.; Swarbrick, Jonathan M. - 2020 - Last updated: August 27, 2020
source of banking crisis, causing an increase in interbank funding costs, aggravating the initial shock; and (iii) asset …
Persistent link: https://www.econbiz.de/10012271646
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The transmission of non-banking liquidity shocks to the banking sector
Sarmiento, Miguel - 2024
Persistent link: https://www.econbiz.de/10014518750
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Stablecoins, money market funds and monetary policy
Aldasoro, Iñaki; Cornelli, Giulio; Ferrari, Massimo Minesso - 2024
Persistent link: https://www.econbiz.de/10015079985
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Monetary policy and cross-border interbank market fragmentation : lessons from the crisi
Blattner, Tobias S.; Swarbrick, Jonathan M. - 2017
the initial shock; and (iii) asset purchases and central bank long-term refinancing operations can be effective …
Persistent link: https://www.econbiz.de/10011714705