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Systemic liquidity shortages and interbank network structures

Lee, Seung Hwan - In: Journal of financial stability 9 (2013) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10009745212

Bank demand for central bank liquidity and its impact on interbank markets

Xiao, Di; Krause, Andreas - In: Journal of economic interaction and coordination 17 (2022) 3, pp. 639-679

Persistent link: https://www.econbiz.de/10013271980

Dynamic interbank network analysis using latent space models

Linardi, Fernando de Menezes; Diks, Cees G. H.; Leij, … - In: Journal of economic dynamics & control 112 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012502333

Interbank rules during economic declines : can banks safeguard capital base?

Steinbacher, Mitja; Jagrič, Timotej - In: Journal of economic interaction and coordination 15 (2020) 2, pp. 471-499

Persistent link: https://www.econbiz.de/10012226940

Liquidity flows in interbank networks

Castiglionesi, Fabio; Eboli, Mario - In: Review of finance : journal of the European Finance … 22 (2018) 4, pp. 1291-1334

Persistent link: https://www.econbiz.de/10012005727

Assessing the role of interbank network structure in business and financial cycle analysis

Gnabo, Jean-Yves; Scholtes, Nicolas K. - 2016

We develop a DSGE model incorporating a banking sector comprising 4 banks connected in a stylised network representing their interbank exposures. The micro-founded framework allows inter alia for endogenous bank defaults and bank capital requirements. In addition, we introduce a central bank who...

Persistent link: https://www.econbiz.de/10011635124