Showing 1 - 10 of 14,712
Persistent link: https://www.econbiz.de/10012232911
Persistent link: https://www.econbiz.de/10011716320
Persistent link: https://www.econbiz.de/10011862165
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/10011754800
We introduce a structural dynamic network model of the formation of lending relationships in the unsecured interbank market. Banks are subject to random liquidity shocks and can form links with potential trading partners to bilaterally Nash bargain about loan conditions. To reduce credit risk...
Persistent link: https://www.econbiz.de/10011185013
We introduce a structural dynamic network model of the formation of lending relationships in the unsecured interbank market. Banks are subject to random liquidity shocks and can form links with potential trading partners to bilaterally Nash bargain about loan conditions. To reduce credit risk...
Persistent link: https://www.econbiz.de/10011188496
Persistent link: https://www.econbiz.de/10011974088
Persistent link: https://www.econbiz.de/10010488940
Persistent link: https://www.econbiz.de/10010496224
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