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Essays on monetary policy, safe assets, and the repo market

Bechtel, Alexander - 2021

Persistent link: https://www.econbiz.de/10012647998

Mapping the UK interbank system

Langfield, Sam; Liu, Zijun; Ota, Tomohiro - 2014

Persistent link: https://www.econbiz.de/10010497704

Interbank lending and distress : observables, unobservables, and network structure

Craig, Ben R.; Koetter, Michael; Krüger, Ulrich - 2014

Persistent link: https://www.econbiz.de/10010423484

Essays on interbank markets

Fryxell, Vanessa Sternbeck - 2019

Persistent link: https://www.econbiz.de/10012433470

An interbank network determined by the real economy

Wang, Tianxi - University of Essex / Department of Economics - 2021

Persistent link: https://www.econbiz.de/10013162738

Strategic default in financial networks

Allouch, Nizar; Jalloul, Maya - 2018

This paper investigates a model of strategic interactions in financial networks, where the decision by one agent on whether or not to default impacts the incentives of other agents to escape default. Agents' payoffs are determined by the clearing mechanism introduced in the seminal contribution...

Persistent link: https://www.econbiz.de/10011812108

Strategic default in financial networks

Allouch, Nizar; Jalloul, Maya - 2017

Persistent link: https://www.econbiz.de/10011790364

Strategic default in financial networks

Allouch, Nizar; Jalloul, Maya; Duncan, Alfred - 2021

This paper investigates a model of default in financial networks where the decision by one agent on whether or not to default impacts the incentives of other agents to escape default. Agents' payoffs are determined by the clearing mechanism introduced in the seminal contribution of Eisenberg and...

Persistent link: https://www.econbiz.de/10012655559

Time evolution of an agent-driven network model

Vanni, Fabio; Barucca, Paolo - 2017

We present a new approach to the study of networks where the formation of links is driven by unilateral initiative of nodes. First, we propose a mathematical description of the extreme introvert and extrovert model (XIE), a dynamic network model in which the number of links fluctuates over time...

Persistent link: https://www.econbiz.de/10011671040

Relationship lending in the interbank market and the price of liquidity

Bräuning, Falk; Fecht, Falko - 2016 - This version: July 14, 2016

liquidity. Our analysis is based on a daily panel of unsecured overnight loans between 1,079 distinct German bank pairs from … March 2006 to November 2007, a period that includes the 2007 liquidity crisis that marked the beginning of the 2007 …/08 global financial crisis. We find that (i) relationship lenders are more likely to provide liquidity to their closest …

Persistent link: https://www.econbiz.de/10011523828