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Central bank and commercial banks' liquidity management - what is the relationship?
Bindseil, Ulrich; Weller, Benedict; Wuertz, Flemming - In: Economic notes : economic review of Banca Monte dei … 32 (2003) 1, pp. 37-66
Persistent link: https://www.econbiz.de/10001769219
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Central bank forecasts of liquidity factors : quality, publication and the control of the overnight rate
Bindseil, Ulrich - 2001
Persistent link: https://www.econbiz.de/10013434367
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The transmission of non-banking liquidity shocks to the banking sector
Sarmiento, Miguel - 2024
Persistent link: https://www.econbiz.de/10014518750
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Corporate Loans, Banks’ Internal Risk Estimates and Central Bank Collateral : Evidence from the Euro Area
Calza, Alessandro; Hey, Julius-Benjamin; Parrini, Alessandro - 2021
the credit risk of their corporate loan portfolios when the latter are used as collateral in the Eurosystem’s monetary … actually used as Eurosystem collateral, particularly for large loans. The less conservative estimates of risk by IRBs relative … findings suggest the existence of a collateral-related channel through which the use of IRB ratings may influence the internal …
Persistent link: https://www.econbiz.de/10013217542
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What drives interbank loans? : evidence from Canada
Bulusu, Narayan; Guérin, Pierre - In: Journal of banking & finance 106 (2019), pp. 427-444
Persistent link: https://www.econbiz.de/10012224327
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Cross-border interbank contagion in the European banking sector
Gabrieli, Silvia; Salakhova, Dilyara; Vuillemey, Guillaume - 2015
Persistent link: https://www.econbiz.de/10011305241
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Cross-border interbank contagion in the European banking sector
Gabrieli, Silvia; Salakhova, Dilyara - In: International economics : a journal published by CEPII … 157 (2019), pp. 33-54
Persistent link: https://www.econbiz.de/10012318687
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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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Die Erwartungstheorie der Zinsstruktur, Geldpolitik und zeitvariable Risikoprämien : eine empirische Analyse des Euro-DM-Geldmarktes
Wasmund, Jörn - 1999
Die umfangreiche empirische Literatur zur Gültigkeit der Erwartungstheorie der Zinsstruktur in den USA hat einen "U-förmigen" Verlauf des Informationsgehalts in längerfristigen Zinsen für zukünftige kurzfristige Zinsen nachgewiesen. Während Änderungen des Tagesgeldzinses in den nächsten...
Persistent link: https://www.econbiz.de/10011401950