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Haan, Leo de; End, Jan-Willem van den - In: Journal of international financial markets, … 26 (2013), pp. 152-174

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Assessing the interconnectedness and systemic risk contagion in the Chinese banking network

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The transmission of non-banking liquidity shocks to the banking sector

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Liquidity crises, liquidity lines and sovereign risk

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Systemic liquidity contagion in the European interbank market

Macchiati, Valentina; Brandi, Giuseppe; Di Matteo, Tiziana - In: Journal of economic interaction and coordination 17 (2022) 2, pp. 443-474

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Liquidity risk contagion in the interbank market

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Liquidity shocks and "borrow to lend" shadow banking activities

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Liquidity shocks and institutional investors

Đặng Tùng Lâm; Moshirian, Fariborz; Zhang, Bohui - In: The North American journal of economics and finance : a … 47 (2019), pp. 183-209

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The impact of exogenous liquidity shocks on banks funding costs : microevidence from the unsecured interbank market

Sarmiento, Miguel - 2019 - second version: January 2019

shock related to the U.S. tapering observed between May and September of 2013. We find that both liquidity shocks are …This paper examines the impact of exogenous liquidity shocks in the unsecured interbank market. We evaluate the effects … of idiosyncratic liquidity shocks - arising from deposits outflow at the bank level - and of the aggregate liquidity …

Persistent link: https://www.econbiz.de/10011958312

Low-risk benchmarking transcends rebalancing methods

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