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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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The influence of a heterogeneous banking sector on the Interbank market rate in the Euro area
Neyer, Ulrike; Wiemers, Jürgen - In: Swiss journal of economics and statistics 140 (2004) 3, pp. 395-428
Persistent link: https://www.econbiz.de/10002383571
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Eine neue Methode zur Risikoeinschätzung von Interbankenkrediten
Elsinger, Helmut; Lehar, Alfred; Summer, Martin - In: Finanzmarktstabilitätsbericht (2002), pp. 83-96
Persistent link: https://www.econbiz.de/10001710793
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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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Does interbank market matter for business cycle fluctuation? : an estimated DSGE model with financial frictions for the Euro area
Giri, Federico - In: Economic modelling 75 (2018), pp. 10-22
Persistent link: https://www.econbiz.de/10012101363
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What moves benchmark money market rates? : evidence from the BBSW market
Casavecchia, Lorenzo; Loudon, Geoffrey F.; Wu, Eliza - In: Pacific-Basin finance journal 51 (2018), pp. 137-154
Persistent link: https://www.econbiz.de/10012035138
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Empirical estimation of intraday yield curves on the Italian interbank credit market e-MID
Demertzidis, Anastasios; Jeleskovic, Vahidin - 2016
This paper introduces a major novelty: the empirical estimation of spot intraday yield curves based on tick …
Persistent link: https://www.econbiz.de/10011814276
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Empirical estimation of intraday yield curves on the Italian interbank credit market e-MID
Demertzidis, Anastasios; Jeleskovic, Vahidin - 2016
This paper introduces a major novelty: the empirical estimation of spot intraday yield curves based on tick by tick …
Persistent link: https://www.econbiz.de/10011578153
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Financial stress and equilibrium dynamics in term interbank funding markets
Yoldas, Emre; Senyuz, Zeynep - In: Journal of financial stability 34 (2018), pp. 136-149
Persistent link: https://www.econbiz.de/10012156801
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Empirical estimation of intraday yield curves on the Italian interbank credit market e-MID
Demertzidis, Anastasios; Jeleskovic, Vahidin - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-23
This paper introduces a major novelty: the empirical estimation of spot intraday yield curves based on tick …
Persistent link: https://www.econbiz.de/10012534603