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Year of publication
Subject
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Interbank market 1,139 Interbankenmarkt 1,139 Geldmarkt 699 Money market 698 Theorie 428 Theory 428 Bank liquidity 371 Bankenliquidität 371 Financial crisis 353 Finanzkrise 352 Banking crisis 257 Bankenkrise 256 Business network 233 Unternehmensnetzwerk 233 Liquidity 204 Monetary policy 200 Geldpolitik 199 Ansteckungseffekt 198 Contagion effect 198 Liquidität 197 Bank risk 189 Bankrisiko 189 Systemic risk 169 Credit risk 168 Kreditrisiko 168 Systemrisiko 168 Yield curve 131 Zinsstruktur 131 Bank 125 Central bank 125 Zentralbank 125 Bank lending 119 Kreditgeschäft 119 Network 117 Interest rate 115 Netzwerk 115 Zins 115 LIBOR 111 EU countries 83 EU-Staaten 83
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Online availability
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Free 695 Undetermined 307 CC license 15
Type of publication
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Book / Working Paper 767 Article 498
Type of publication (narrower categories)
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Article in journal 430 Aufsatz in Zeitschrift 430 Graue Literatur 382 Non-commercial literature 382 Working Paper 364 Arbeitspapier 350 Aufsatz im Buch 38 Book section 38 Hochschulschrift 36 Thesis 16 Conference paper 15 Konferenzbeitrag 15 Collection of articles written by one author 13 Sammlung 13 Collection of articles of several authors 12 Sammelwerk 12 Aufsatzsammlung 4 research-article 4 Konferenzschrift 3 Article 1 Conference proceedings 1 Handbook 1 Handbuch 1 Interview 1 Quelle 1 review-article 1
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Language
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English 1,194 Undetermined 38 German 15 Polish 5 Italian 3 French 2 Portuguese 2 Russian 2 Spanish 2 Norwegian 1 Turkish 1
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Author
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Craig, Ben R. 27 Wheelock, David C. 24 Lux, Thomas 22 Bräuning, Falk 20 Fecht, Falko 19 Kok Sørensen, Christoffer 16 Affinito, Massimiliano 15 Aldasoro, Iñaki 15 León, Carlos 15 Hoerova, Marie 14 Montagna, Mattia 13 Afonso, Gara 12 Akram, Qaisar Farooq 12 Duffie, Darrell 12 Heider, Florian 12 Peydró, José-Luis 12 Capponi, Agostino 11 Carlson, Mark 11 Jaremski, Matthew 11 Syrstad, Olav 11 Abbassi, Puriya 10 Alter, Adrian 10 Calomiris, Charles W. 10 Gu, Xian 10 Hüser, Anne-Caroline 10 Lagos, Ricardo 10 Raupach, Peter 10 Sarmiento, Miguel 10 Brunetti, Celso 9 Georg, Co-Pierre 9 Harris, Jeffrey H. 9 Iori, Giulia 9 Langfield, Sam 9 Mankad, Shawn 9 Stenfors, Alexis 9 Von Peter, Goetz 9 Allen, Franklin 8 Castiglionesi, Fabio 8 Christophersen, Casper 8 Covi, Giovanni 8
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Institution
All
National Bureau of Economic Research 17 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Graduate School of Economics, Osaka University 3 Bank of Japan 2 Department of Agricultural and Resource Economics, University of California-Berkeley 2 Duncker & Humblot 2 European Central Bank 2 Federal Reserve Bank of New York 2 Bank für Internationalen Zahlungsausgleich 1 Bank of England 1 CESifo 1 Central Bank of Nigeria 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Christian-Albrechts-Universität zu Kiel 1 City of London 1 Department of Economics and Related Studies, University of York 1 EconWPA 1 Federal Reserve Bank of Chicago 1 Friedrich-Schiller-Universität Jena 1 Hongkong / Monetary Authority 1 IÉSEG School of Management, Université Catholique de Lille 1 Johannes Gutenberg-Universität Mainz 1 Nomos Verlagsgesellschaft 1 Palgrave Macmillan 1 Rheinische Friedrich-Wilhelms-Universität Bonn 1 School of Economics and Political Science, Universität St. Gallen 1 Technische Universität Dresden 1 UBS AG 1 University of Essex / Department of Economics 1 Universität Leipzig 1 Université Paris-Dauphine (Paris IX) 1 Verlag Dr. Kovač 1 Workshop on Network Approaches to Interbank Markets <2013, Castellón de la Plana> 1 epubli GmbH 1
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Published in...
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Journal of financial stability 26 Journal of economic dynamics & control 24 Working paper series / European Central Bank 21 Journal of banking & finance 20 Discussion paper 19 NBER working paper series 18 ECB Working Paper 16 International journal of central banking : IJCB 15 Working paper / National Bureau of Economic Research, Inc. 13 Temi di discussione / Banca d'Italia 12 Working paper / Norges Bank 12 Finance and economics discussion series 11 NBER Working Paper 10 SAFE working paper 10 The journal of network theory in finance 10 Working paper 10 Working papers / Bank for International Settlements 10 Bundesbank Discussion Paper 9 Discussion paper / Centre for Economic Policy Research 9 Review of finance : journal of the European Finance Association 9 Staff reports / Federal Reserve Bank of New York 9 BIS Working Paper 8 BIS quarterly review : international banking and financial market developments 8 Bank of Italy Temi di Discussione (Working Paper) 8 FEDS Working Paper 8 International review of financial analysis 8 Journal of financial economics 8 Kiel working paper 8 Working paper series 8 Discussion papers / CEPR 7 Federal Reserve Bank of Cleveland working paper series 7 Finance research letters 7 Finmap working paper 7 Journal of financial intermediation 7 The review of financial studies 7 Borradores de economía 6 Computational economics 6 Discussion paper / Center for Economic Research, Tilburg University 6 Economics letters 6 FRB St. Louis Working Paper 6
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Source
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ECONIS (ZBW) 1,200 RePEc 45 EconStor 15 Other ZBW resources 5
Showing 1 - 50 of 1,265
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Assortative matching, interbank markets, and monetary policy
Bittner, Christian; Jamilov, Rustam; Saidi, Farzad - 2025
We develop a quantitative macroeconomic framework with heterogeneous financial intermediaries and active liquidity management. In the model, banks manage uninsured, idiosyncratic deposit withdrawal risk through an iterative over-the-counter interbank market with endogenous intensive and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015192256
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Liquidity, collateral quality and interest rate
Ahn, Jung-Hyun; Bignon, Vincent; Breton, Régis; … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015183085
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US Treasury market default risk and global interbank liquidity risk
Cottrell, Simon; Lei, Jinghua; Ma, Yihong; Delpachitra, … - In: Borsa Istanbul Review 25 (2025) 1, pp. 66-78
Using Credit Default Swaps (CDS) on sovereign bonds, we investigate whether US sovereign default risk is a greater driving factor of domestic interbank funding risk than domestic sovereign default risk across the five Libor counties including Canada and Australia. We use equivalent-country...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015334486
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Realized random graphs, with an application to the interbank network
Buccheri, Giuseppe; Mazzarisi, Piero - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015339740
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US($) interest rate and cross currency swaps after the LIBOR funeral: A corporate treasury primer
Heidorn, Thomas; Liem, Erik; Requardt, Stefan; … - 2025
This paper examines the transition from LIBOR to SOFR in the US and maps out the consequences for European corporate treasurers by showing how the application of SOFR in cash products and derivatives differs from LIBOR. As interest rate and cross-currency swaps transition to compounded SOFR,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338520
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US ($) interest rate and cross currency swaps after the LIBOR funeral : a corporate treasury primer
Heidorn, Thomas; Liem, Erik; Requardt, Stefan; … - 2025
This paper examines the transition from LIBOR to SOFR in the US and maps out the consequences for European corporate treasurers by showing how the application of SOFR in cash products and derivatives differs from LIBOR. As interest rate and cross-currency swaps transition to compounded SOFR,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015333448
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US Dollar swaps after LIBOR
Heidorn, Thomas; Meier, Rebecca - 2024
The main focus of this paper is a comprehensive overview of the US$ reference rate reform, with a particular focus on its implications for USD interest rate swaps (IRS). This paper aims to shed light on the current situation and future developments in a changing financial landscape. This paper...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014470193
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CBDC and the operational framework of monetary policy
Abad, Jorge; Nuño, Galo; Thomas, Carlos - 2024
We analyze the impact of introducing a central bank-issued digital currency (CBDC) on the operational framework of monetary policy and the macroeconomy as a whole. To this end, we develop a New Keynesian model with heterogeneous banks, a frictional interbank market, a central bank with deposit...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014456302
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OSE 3-month TONA futures and BOJ monetary policy
Stenfors, Alexis - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015066043
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Counterparty choice, maturity shifts and market freezes : lessons from the European interbank market
Saroyan, Susanna - In: Journal of economic dynamics & control 160 (2024), pp. 1-14
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014532482
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Interbank decisions and margins of stability : an agent-based stock-flow consistent approach
Reale, Jessica - In: Journal of economic dynamics & control 160 (2024), pp. 1-23
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014532514
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Liquidity, interbank network topology and bank capital
Ardekani, Aref Mahdavi - In: Review of accounting & finance 23 (2024) 1, pp. 40-58
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014512209
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CBDC and the operational framework of monetary policy
Abad, Jorge; Nuño, Galo; Thomas, Carlos - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014512326
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The transmission of non-banking liquidity shocks to the banking sector
Sarmiento, Miguel - 2024
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Liquidity regulation, bank capital ratio, and interbank rate
Huang, Chao; Moreira, Fernando - In: Economics letters 242 (2024), pp. 1-5
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015079814
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The impact of CBDC on a deposit-dependent banking system
Vollmar, Steffen; Wening, Fabian - In: Journal of financial stability 73 (2024), pp. 1-17
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015081177
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CORRA : explaining the rise in volumes and resulting upward pressure
Plong, Boran; Maru, Neil - 2024 - Last updated: August 15, 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015098616
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US Dollar swaps after LIBOR
Heidorn, Thomas; Meier, Rebecca - 2024
The main focus of this paper is a comprehensive overview of the US$ reference rate reform, with a particular focus on its implications for USD interest rate swaps (IRS). This paper aims to shed light on the current situation and future developments in a changing financial landscape. This paper...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014468854
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Interbank rate & monetary policy : evidence from dual banking system of developing countries
Rehman Shah, Syed M. Abdul; Helmi, Mohamad Husam; … - In: ISRA international journal of islamic finance : an … 16 (2024) 2, pp. 131-153
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015191198
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Contagion mechanism of liquidity risk in the interbank network
Chen, Naixi; Fan, Hong; Pang, Congyuan - In: Economic modelling 140 (2024), pp. 1-12
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015190490
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Does SOFR-linked debt cost borrowers more than LIBOR-linked debt?
Klingler, Sven; Syrstad, Olav - 2023
We investigate if the benchmark transition from London Interbank Offered Rate (Libor) to Secured Overnight Financing Rate (SOFR) affects the costs of borrowing floating rate debt. The primary market for dollar-denominated floating rate notes (FRNs) provides an ideal laboratory to study these e...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014551704
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The effects of the LIBOR scandal on volatility and liquidity in LIBOR futures markets
Bachmair, Kilian - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013530819
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Bank funding risk, reference rates, and credit supply
Cooperman, Harry; Duffie, Darrell; Luck, Stephan; Wang, … - 2023 - Revised February 2023
Corporate credit lines are drawn more heavily when funding markets are more stressed. This covariance elevates expected bank funding costs. We show that credit supply is dampened by the associated debtoverhang cost to bank shareholders. Until 2022, this impact was reduced by linking the interest...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013490630
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CBDC and the operational framework of monetary policy
Abad, Jorge; Nuño, Galo; Thomas, Carlos - 2023 - This version: September 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014414268
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A network approach to interbank contagion risk in South Africa
Mananga, Pierre Nkou; Lin, Shiqiang; Zhang, Hairui - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014337911
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Cross-country spillovers in interbank liquidity crises
Hasan, Mohammad Nurul; Singh, Rajesh Kumar - 2023 - This version: October 31, 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014444225
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The anatomy of three scandals : conspiracies, beauty contests, and sabotage in OTC markets
Stenfors, Alexis; Muchimba, Lilian - In: Journal of economic issues 57 (2023) 2, pp. 538-545
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014445168
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Across-the-curve credit spread indices
Berndt, Antje; Duffie, Darrell; Zhu, Yichao - In: Financial markets, institutions & instruments 32 (2023) 3, pp. 115-130
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014326682
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Connectivity, centralisation and 'robustness-yet-fragility' of interbank networks
Eboli, Mario; Ozel, Bulent; Teglio, Andrea; Toto, Andrea - In: Annals of finance 19 (2023) 2, pp. 169-200
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Bank funding risk, reference rates, and credit supply
Cooperman, Harry R.; Duffie, Darrell; Yang, Yilin; … - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014246457
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Contingent capital with stock price triggers in interbank networks
Balter, Anne G.; Schweizer, Nikolaus; Vera, Juan C. - In: Mathematics of operations research 48 (2023) 1, pp. 520-543
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014312569
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Does SOFR-linked debt cost borrowers more than LIBOR-linked debt?
Klingler, Sven; Syrstad, Olav - 2023
We investigate if the benchmark transition from London Interbank Offered Rate (Libor) to Secured Overnight Financing Rate (SOFR) affects the costs of borrowing floating rate debt. The primary market for dollar-denominated floating rate notes (FRNs) provides an ideal laboratory to study these e...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014314081
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The Norwegian overnight interbank market during the Covid pandemic
Akram, Qaisar Farooq; Findreng, Jon; Smith, Lyndsie - 2023
We analyse the behaviour of the Norwegian unsecured overnight interbank market in response to heightened uncertainty and the central bank's liquidity support measures following the Covid-19 pandemic. The liquidity measures enabled banks to fulfil their liquidity needs primarily through...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014314135
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Interbank asset-liability networks with fire sale management
Feinstein, Zachary; Hałaj, Grzegorz - 2023
Interconnectedness is an inherent feature of the modern financial system. While it contributes to efficiency of financial services, it also creates structural vulnerabilities: pernicious shock transmission and amplification impacting banks' capitalization. This has recently been seen during the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014278677
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Bank Funding Risk, Reference Rates, and Credit Supply
Cooperman, Harry; Duffie, Darrell; Luck, Stephan; Wang, … - 2023
Corporate credit lines are drawn more heavily when funding markets are more stressed. This covariance elevates expected bank funding costs. We show that credit supply is inefficiently dampened by the associated debt-overhang cost to bank shareholders. Until 2022, this impact was reduced by...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014258606
Saved in:
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Bank Funding Risk, Reference Rates, and Credit Supply
Cooperman, Harry; Duffie, Darrell; Luck, Stephan; Wang, … - 2023
Corporate credit lines are drawn more heavily when funding markets are more stressed. This covariance elevates expected bank funding costs. We show that credit supply is dampened by the associated debt-overhang cost to bank shareholders. Until 2022, this impact was reduced by linking the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014258716
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Climate-induced liquidity crises : interbank exposures and macroprudential implications
D'Orazio, Paola; Reale, Jessica; Anh Duy Pham - 2023
Although climate-induced liquidity risks can cause significant disruptions and instabilities in the financial sector, they are frequently overlooked in current debates and policy discussions. This paper proposes a macro-financial agent-based integrated assessment model to investigate the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014289473
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Liquidity risk and funding cost
Bechtel, Alexander; Ranaldo, Angelo; Wrampelmeyer, Jan - In: Review of finance : journal of the European Finance … 27 (2023) 2, pp. 399-422
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014317804
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Banks of a feather : the informational advantage of being alike
Bednarek, Peter; Dinger, Valeriya; Schultz, Alison; … - 2023 - March 16, 2023
Banks lend more to banks that are similar to them. Using data from the German credit register and proprietary supervisory data on the quality of banks’ loan portfolio, we show that a similar portfolio of the lending and borrowing bank helps to overcome information asymmetries in interbank...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014320321
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Interbank network and banks' credit supply
Covi, Giovanni; Gu, Xian - 2023
This paper examines how the interbank network structure influences banks’ credit supply to the real economy. Using the dynamic UK interbank networks based on the quarterly evolutions of bilateral exposures from 2014 to 2021, we find evidence of both risk-sharing effect through the interbank...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014254782
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The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets
Bachmair, Kilian - 2023
In 2008, first suspicions arose that the London Interbank Offered Rate (LIBOR) had been systematically manipulated by financial institutions involved with its fixing; in June 2012, several major international banks officially admitted to this. The regulatory response could not have been...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014255066
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Counterparty Choice, Maturity Shifts and Market Freezes : Lessons from the e-MID Interbank Market
Saroyan, Susanna - 2023
We explore the impact of relationship lending on the interbank debt maturity struc- ture of banks using data from the e-MID market covering both pre- and post-Lehman periods. We study the term structure and maturity shortening of interbank lending as an indicator of risk in times of stress. We...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014257010
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Interbank Asset-Liability Networks with Fire Sale Management
Halaj, Grzegorz; Feinstein, Zachary - 2023
Interconnectedness is an inherent feature of the modern financial system. While it contributes to efficiency of financial services, it also creates structural vulnerabilities: pernicious shock transmission and amplification impacting banks' capitalization. This has recently been seen during the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014258243
Saved in:
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Systemic cascades on inhomogeneous random financial networks
Hurd, T. R. - In: Mathematics and financial economics 17 (2023) 1, pp. 1-21
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014226247
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Financial contagion within the interbank network
Mikropoulou, Christina D.; Vouldis, Angelos T. - 2023
The analysis of contagion in financial networks has primarily focused on transmission channels operating through direct linkages. This paper develops a model of financial contagion in the interbank market featuring both direct and indirect transmission mechanisms. The model is used to analyse...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014483684
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Interbank Asset-Liability Networks with Fire Sale Management
Feinstein, Zachary; Halaj, Grzegorz - 2023
Interconnectedness is an inherent feature of the modern financial system. While it con-tributes to efficiency of financial services, it also creates structural vulnerabilities: pernicious shock transmission and amplification impacting banks’ capitalization. This has recently been seen during...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014351223
Saved in:
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Multivariate Stress Scenario Selection in Interbank Networks
Ahn, Dohyun; Kim, Kyoung-Kuk; Kwon, Eunji - 2023
Stress testing of financial systems has been increasingly important after several financial crises in recent years, thereby drawing keen attention to the choice of appropriate stress scenarios to effectively test the robustness of the systems. To this end, we consider the problem of identifying...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014350230
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Merchants of debt at the extreme overnight : re-considering monetary theories via rollover-induced interbank frictions
Reale, Jessica - In: Review of political economy 37 (2025) 1, pp. 165-182
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015193626
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A network approach to interbank contagion risk in South Africa
Mananga, Pierre Nkou; Lin, Shiqiang; Zhang, Hairui - In: Journal of financial stability 77 (2025), pp. 1-18
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015324012
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Liquidity, collateral quality and interest rate
Ahn, Jung-Hyun; Bignon, Vincent; Breton, Régis; … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015376025
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