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Market Microstructure, Banks' Behaviour, and Interbank Spreads

Gabbi, Giampaolo - 2013

We present an empirical analysis of the European electronic interbank market of overnight lending (e-MID) during the years 1999-2009. The main goal of the paper is to explain the observed changes of the cross-sectional dispersion of lending/borrowing conditions before, during and after the...

Persistent link: https://www.econbiz.de/10013073926

Bank characteristics and the interbank money market : a distributional approach

Olmo, Jose; Iori, Giulia; Kapar, Burcu - 2014

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Networked relationships in the e-MID interbank market : a trading model with memory

Iori, Giulia; Mantegna, Rosario N.; Marotta, Luca; … - In: Journal of economic dynamics & control 50 (2015), pp. 98-116

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Systemic risk on the interbank market

Iori, Giulia; Jafarey, Saqib; Padilla, Francisco G. - In: Journal of economic behavior & organization : JEBO 61 (2006) 4, pp. 525-542

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A network analysis of the Italian overnight money market

Iori, Giulia; De Masi, Giulia; Precup, Ovidiu Vasile; … - In: Journal of economic dynamics & control 32 (2008) 1, pp. 259-278

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Bank characteristics and the interbank money market : a distributional approach

Iori, Giulia; Kapar, Burcu; Olmo, Jose - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 249-283

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Network centrality and funding rates in the e-MID interbank market

Temizsoy, Asena; Iori, Giulia; Montes-Rojas, Gabriel - In: Journal of financial stability 33 (2017), pp. 346-365

Persistent link: https://www.econbiz.de/10011877767

The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model

Gurgone, Andrea; Iori, Giulia; Jafarey, Saqib - In: Journal of economic dynamics & control 91 (2018), pp. 257-288

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Banks' strategies and cost of money : effects of the financial crisis on the European electronic overnight interbank market

Iori, Giulia; Politi, Mauro; Germano, Guido; Gabbi, … - In: Journal of financial management, markets and institutions 3 (2015) 2, pp. 179-202

Persistent link: https://www.econbiz.de/10011951447

The role of bank relationships in the interbank market

Temizsoy, Asena; Iori, Giulia; Montes-Rojas, Gabriel - In: Journal of economic dynamics & control 59 (2015), pp. 118-141

Persistent link: https://www.econbiz.de/10011575061