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A theory of collateral for the lender of last resort*

Choi, Dong Beom; Santos, João A. C.; Yorulmazer, Tanju - In: Review of finance : journal of the European Finance … 25 (2021) 4, pp. 973-996

Persistent link: https://www.econbiz.de/10012594629

International financial integration, crises, and monetary policy : evidence from the Euro area interbank crises international financial integration, crises, and monetary policy : e...

Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - 2017 - This version: July, 2017

versus foreign lenders. Crisis shocks reduce the supply of crossborder liquidity, with stronger volume effects than pricing … liquidity, but without fostering strong cross-border financial reintegration. …

Persistent link: https://www.econbiz.de/10011704823

Interbank borrowing and bank liquidity risk

Li, Zongyuan; Lai, Rose Neng - In: The journal of financial research : the journal of the … 45 (2022) 1, pp. 53-91

Persistent link: https://www.econbiz.de/10013188118

Explaining the Czech interbank market risk premium

Geršl, Adam; Lešanovská, Jitka - In: Economic systems 38 (2014) 4, pp. 536-551

Persistent link: https://www.econbiz.de/10010467349

Cross-Border Interbank Liquidity, Crises, and Monetary Policy

Abbassi, Puriya - 2020

We analyze how the Lehman and sovereign crises affect cross-border interbank liquidity, exploiting euro … foreign lenders. Crisis shocks reduce the supply of cross-border liquidity, with stronger volume than pricing effects. On the … margin—riskier borrower banks suffer more. Moreover, the cross-border liquidity crunch is substantially stronger for term …

Persistent link: https://www.econbiz.de/10012856315