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Coexistence of money and interest-bearing bonds

Buggenum, Hugo van - 2021

Persistent link: https://www.econbiz.de/10012592094

Intraday liquidity around the world

Alexandrova-Kabadjova, Biliana; Badev, Anton; Bastos, … - 2023

Persistent link: https://www.econbiz.de/10014249716

Recent developments in the cash market

Bristow, Laurence; Roure, Calebe de - In: Bulletin / Reserve Bank of Australia (2023), pp. 65-71

Persistent link: https://www.econbiz.de/10014372777

Asset supply and liquidity transformation in HANK

Chiang, Yu-Ting; Zoch, Piotr - 2022

Persistent link: https://www.econbiz.de/10013465027

The committed liquidity : facility: 2015-2022

Rustia, Fabio; Schwartz, Carl; Stenne, Nick - In: Bulletin / Reserve Bank of Australia (2024), pp. 43-50

Persistent link: https://www.econbiz.de/10014526256

Frictions in the interbank market and uncertain liquidity needs : implications for monetary policy implementation

Bucher, Monika; Hauck, Achim; Neyer, Ulrike - 2014 - [rev.]

This paper shows that depending on the distribution of banks' uncertain liquidity needs and on how monetary policy is …

Persistent link: https://www.econbiz.de/10010384796

Frictions in the interbank market and uncertain liquidity needs : implications for monetary policy implementation

Bucher, Monika; Hauck, Achim; Neyer, Ulrike - 2014

This paper shows that depending on the distribution of banks' uncertain liquidity needs and on how monetary policy is …

Persistent link: https://www.econbiz.de/10010252806

Market discipline and liquidity risk : evidence from the interbank funds market

Sarmiento, Miguel - 2016

demand for liquidity in the interbank market as wells as banks' access to this market. Results indicate that riskier banks … pay higher prices and borrow less liquidity, concurrent with the existence of market discipline. More capitalized and … higher prices and hoard liquidity when liquidity positions across them are more imbalanced and during a monetary policy …

Persistent link: https://www.econbiz.de/10011554714

A dynamic network model of the unsecured interbank lending market

Blasques, Francisco; Bräuning, Falk; Lelyveld, Iman van - 2016

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

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