A dynamic network model of the unsecured interbank lending market
Year of publication: |
2016
|
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Authors: | Blasques, Francisco ; Bräuning, Falk ; van Lelyveld, Iman |
Publisher: |
Boston, MA : Federal Reserve Bank of Boston |
Subject: | interbank liquidity | financial networks | credit-risk uncertainty | peer monitoring | monetary policy | trading relationships | indirect parameter estimation |
Series: | Working Papers ; 16-3 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 860171140 [GVK] hdl:10419/171757 [Handle] |
Classification: | C33 - Models with Panel Data ; C51 - Model Construction and Estimation ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G01 - Financial Crises ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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A dynamic network model of the unsecured interbank lending market
Blasques, Francisco, (2016)
-
A dynamic network model of the unsecured interbank lending market
Blasques, Francisco, (2015)
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A dynamic network model of the unsecured interbank lending
Blasques, Francisco, (2015)
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A Dynamic Stochastic Network Model of the Unsecured Interbank Lending Market
Blasques, Francisco, (2014)
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A Dynamic Network Model of the Unsecured Interbank Lending Market
Blasques, Francisco, (2015)
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A Dynamic Network Model of the Unsecured Interbank Lending Market
Blasques, Francisco, (2015)
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