Showing 1 - 10 of 3,146
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/10012241100
Persistent link: https://www.econbiz.de/10012156801
Persistent link: https://www.econbiz.de/10001732146
Persistent link: https://www.econbiz.de/10001363844
Persistent link: https://www.econbiz.de/10001474343
Persistent link: https://www.econbiz.de/10013434133
Persistent link: https://www.econbiz.de/10000967594
Persistent link: https://www.econbiz.de/10001249272