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A dynamic network model of the unsecured interbank lending market
Blasques, Francisco; Bräuning, Falk; Lelyveld, Iman van - 2015
Persistent link: https://www.econbiz.de/10010496224
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A dynamic network model of the unsecured interbank lending
Blasques, Francisco; Bräuning, Falk; Lelyveld, Iman van - 2015
Persistent link: https://www.econbiz.de/10010488940
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Cross-border liquidity, relationships and monetary policy : evidence from the Euro area interbank crisis
Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - 2014 - This version: November 2014
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on … on interbank access and volume is stronger than on spreads. Liquidity supply restrictions are exacerbated for cross … price dispersion substantially decreases when the Eurosystem promises unlimited access to liquidity at a fixed price in …
Persistent link: https://www.econbiz.de/10010471858
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Going below zero - how do banks react?
Michaelis, Henrike - 2022
Exploiting confidential data on individual German bank balance-sheets, I analyse what characterises a bank that opts to apply negative interest rates to corporate deposits. The results suggest that banks that are highly exposed to the negative interest rate policy (NIRP), i.e. funded by a larger...
Persistent link: https://www.econbiz.de/10013361902
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Money market rates and retail interest regulation in China : the disconnect between interbank and retail credit conditions
Porter, Nathaniel John; Xu, TengTeng - 2013
changes also influence interbank rates, as well as liquidity injections from open market operations in recent years. Our …
Persistent link: https://www.econbiz.de/10009757286
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How do banks respond to increased funding uncertainty?
Ritz, Robert A.; Walther, Ansgar - 2014
Persistent link: https://www.econbiz.de/10010366299
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Liquidity networks in banking
Orhun, Eda - In: Finance a úvěr 67 (2017) 2, pp. 104-118
Persistent link: https://www.econbiz.de/10011720700
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Cross-Border Liquidity, Relationships and Monetary Policy : Evidence from the Euro Area Interbank Crisis
Abbassi, Puriya - 2016
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on … on interbank access and volume is stronger than on spreads. Liquidity supply restrictions are exacerbated for cross … price dispersion substantially decreases when the Eurosystem promises unlimited access to liquidity at a fixed price in …
Persistent link: https://www.econbiz.de/10012988708
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How related are interbank and lending interest rates? : evidence on selected European Union countries
Heryán, Tomáš; Stavárek, Daniel - In: European financial and accounting journal : EFAJ 5 (2010) 3/4, pp. 42-55
This paper investigates the nature of the causal relationships among interbank market interest rates and corporate loans interest rates in four countries from the euro area (Austria, Belgium, France and Italy), and in the Czech Republic. The paper also estimates a development of bank credit...
Persistent link: https://www.econbiz.de/10011459815
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On the stability of the money multiplier in Nigeria : co-integration analyses with regime shifts in banking system liquidity
Tule, K. Moses; Ajilore, O. Taiwo - In: Cogent economics & finance 4 (2016) 1, pp. 1-16
liquidity conditions in the domestic banking system in Nigeria. Within the context of this prognosis, the study tests the … bias in the specification of the model and the empirical estimation. The study found the existence of a stable long run … ameliorate adverse liquidity conditions and the lingering effects of the global financial crises occasioned a structural break in …
Persistent link: https://www.econbiz.de/10011530617