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Money as a network good
Włodarczyk, Julia - In: Journal of economics & management 20 (2015) 2, pp. 53-63
Persistent link: https://www.econbiz.de/10011382586
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The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market
Barucca, Paolo; Lillo, Fabrizio - In: Computational Management Science : CMS 15 (2018) 1, pp. 33-53
Persistent link: https://www.econbiz.de/10011860864
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The transnational governance network of central bankers
Marcussen, Martin - In: Transnational governance : institutional dynamics of …, (pp. 180-204). 2006
Persistent link: https://www.econbiz.de/10003361527
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Networking the yield curve : implications for monetary policy
Dalhaus, Tatjana; Schaumburg, Julia; Sekhposyan, Tatevik - 2021
We introduce a flexible, time-varying network model to trace the propagation of interest rate surprises across … curve. We find that the network of interest rate surprises is indeed asymmetric, and defined by spillovers between adjacent …
Persistent link: https://www.econbiz.de/10012488662
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Monetary policy and liquidity management with an endogenous interbank network
Carpizo, Luiz Guilherme; Hiller, Timo - 2022
network. We first provide a characterization of the unique equilibrium of banks' liquidity holdings for any network of credit … lines. Then, we endogenize the network and show that every equilibrium network is a complete coreperiphery graph. Central … accounting for banks' endogenous linking decisions, a narrower corridor may lead to a sparser interbank network with higher …
Persistent link: https://www.econbiz.de/10013440018
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The network nature of over-the-counter interest rates
Rainone, Edoardo - In: Journal of financial markets 47 (2020), pp. 1-51
Persistent link: https://www.econbiz.de/10012631767
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Network structure and fragmentation of the Argentinean interbank markets
Elosegui, Pedro; Forte, Federico D.; Montes-Rojas, Gabriel - In: Latin American journal of central banking : LAJCB 3 (2022) 3, pp. 1-17
This paper studies the network structure and fragmentation of the Argentinean interbank market. The unsecured (CALL …) and secured (REPO) markets are examined, applying complex network analysis. Results indicate that although the secured …
Persistent link: https://www.econbiz.de/10013393419
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The Centre for Latin American Monetary Studies and its central bankers' networks
Coates, Kenneth G. - In: Networks of influence? : developing countries in a …, (pp. 221-234). 2009
Persistent link: https://www.econbiz.de/10003888361
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Policy experiments in an agent-based model with credit networks
Assenza, Tiziana; Cardaci, Alberto; Delli Gatti, Domenico; … - 2017
In this paper the authors build upon Assenza et al. (Credit networks in the macroeconomics from the bottom-up model, 2015), which include firm-bank and bank-bank networks in the original macroeconomic model in Macroeconomics from the bottom-up (Delli Gatti et al., Macroeconomics from the...
Persistent link: https://www.econbiz.de/10011723851
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Policy experiments in an agent-based model with credit networks
Assenza, Tiziana; Cardaci, Alberto; Delli Gatti, Domenico; … - 2018
., Gaffeo, E., Cirillo, P. and Gallegati, M. (Macroeconomics from the bottom-up, 2011) with the inclusion of a bank-bank network …
Persistent link: https://www.econbiz.de/10011880809