[go: up one dir, main page]
create a website
Identifying term interbank loans from Fedwire payments data. (2014). Vickery, James ; Skeie, David ; Youle, Thomas ; Kuo, Dennis .
In: Staff Reports.
RePEc:fip:fednsr:603.

Full description at Econpapers || Download paper

Cited: 28

Citations received by this document

Cites: 26

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System. (2021). Gries, Thomas ; Mitschke, Alexandra.
    In: Working Papers Dissertations.
    RePEc:pdn:dispap:75.

    Full description at Econpapers || Download paper

  4. The federal funds network and monetary policy transmission: Evidence from the 2007–2009 financial crisis. (2021). Beltran, Daniel ; Klee, Elizabeth ; Bolotnyy, Valentin .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:117:y:2021:i:c:p:187-202.

    Full description at Econpapers || Download paper

  5. Intermediation in the Interbank Lending Market. (2020). Craig, Ben R ; Ma, Yiming.
    In: Working Papers.
    RePEc:fip:fedcwq:87581.

    Full description at Econpapers || Download paper

  6. Systemic Risk from Interbank Credit Markets?. (2019). Gries, Thomas ; Mitschke, Alexandra.
    In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
    RePEc:zbw:vfsc19:203582.

    Full description at Econpapers || Download paper

  7. Collusive Benchmark Rates Fixing. (2019). Schinkel, Maarten Pieter ; Klein, Timo ; Boot, Nuria .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20170122.

    Full description at Econpapers || Download paper

  8. Persistent liquidity shocks and interbank funding. (2018). Bluhm, Marcel .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:36:y:2018:i:c:p:246-262.

    Full description at Econpapers || Download paper

  9. Collusive Benchmark Rates Fixing. (2017). Schinkel, Maarten Pieter ; Klein, Timo ; Boot, Nuria .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1715.

    Full description at Econpapers || Download paper

  10. Identifying Interbank Loans from Payments Data. (2016). Brassil, Anthony ; McManus, Mark ; Hughson, Helen.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2016-11.

    Full description at Econpapers || Download paper

  11. How to Measure the Unsecured Money Market: The Eurosystem’s Implementation and Validation Using TARGET2 Data. (2016). Picillo, Cristina ; Heijmans, Ronald ; arciero, luca ; Vacirca, Francesco ; Massarenti, Marco ; Heuver, Richard .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2016:q:1:a:8.

    Full description at Econpapers || Download paper

  12. The multiplex structure of interbank networks. (2015). Infante, Luigi ; di Iasio, Giovanni ; Bargigli, Leonardo ; Pierobon, F. ; Lillo, F..
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:4:p:673-691.

    Full description at Econpapers || Download paper

  13. Maturity rationing and collective short-termism. (2015). Oehmke, Martin ; Milbradt, Konstantin.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:84513.

    Full description at Econpapers || Download paper

  14. Access policy and money market segmentation. (2015). Nellen, Thomas ; Kraenzlin, Sébastien.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:71:y:2015:i:c:p:1-12.

    Full description at Econpapers || Download paper

  15. How do banks respond to increased funding uncertainty?. (2015). Walther, Ansgar ; Ritz, Robert.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:24:y:2015:i:3:p:386-410.

    Full description at Econpapers || Download paper

  16. Maturity rationing and collective short-termism. (2015). Milbradt, Konstantin ; Oehmke, Martin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:118:y:2015:i:3:p:553-570.

    Full description at Econpapers || Download paper

  17. A network view on interbank market freezes. (2014). Georg, Co-Pierre ; Gabrieli, Silvia.
    In: Discussion Papers.
    RePEc:zbw:bubdps:442014.

    Full description at Econpapers || Download paper

  18. Maturity Rationing and Collective Short-Termism. (2014). Milbradt, Konstantin ; Oehmke, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19946.

    Full description at Econpapers || Download paper

  19. How do banks respond to increased funding uncertainty?. (2014). Walther, Ansgar ; Ritz, Robert.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1414.

    Full description at Econpapers || Download paper

  20. A network view on interbank market freezes.. (2014). Georg, Co-Pierre ; Gabrieli, Silvia ; C.-P. Georg, .
    In: Working papers.
    RePEc:bfr:banfra:531.

    Full description at Econpapers || Download paper

  21. Improving Overnight Loan Identification in Payments Systems. (2014). Rempel, Mark.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-25.

    Full description at Econpapers || Download paper

  22. The structure and resilience of the European interbank market. (2013). Sánchez Serrano, Antonio ; Liedorp, Franka ; Langfield, Sam ; Franchini, Pietro ; Alves, Ivan ; Heam, Jean-Cyprien ; Ferrari, Stijn ; Jurca, Pavol .
    In: ESRB Occasional Paper Series.
    RePEc:srk:srkops:201303.

    Full description at Econpapers || Download paper

  23. The Multiplex Structure of Interbank Networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; Bargigli, Leonardo ; Lillo, Fabrizio ; Pierobon, Federico .
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2013_26.rdf.

    Full description at Econpapers || Download paper

  24. Evaluating the quality of fed funds lending estimates produced from Fedwire payments data. (2013). Skeie, David ; Kovner, Anna.
    In: Staff Reports.
    RePEc:fip:fednsr:629.

    Full description at Econpapers || Download paper

  25. The multiplex structure of interbank networks. (2013). Infante, Luigi ; di Iasio, Giovanni ; Bargigli, Leonardo ; Lillo, Fabrizio ; Pierobon, Federico .
    In: Papers.
    RePEc:arx:papers:1311.4798.

    Full description at Econpapers || Download paper

  26. Precautionary Reserves and the Interbank Market. (2011). McAndrews, James ; Skeie, David ; Ashcraft, Adam.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:s2:p:311-348.

    Full description at Econpapers || Download paper

  27. A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral.
    In: Staff Reports.
    RePEc:fip:fednsr:498.

    Full description at Econpapers || Download paper

  28. A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:58:y:2011:i:5:p:436-447.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Acharya, Viral and David Skeie (2011). “A Model of Liquidity Hoarding and Term Premia in InterBank Markets,” Journal of Monetary Economics 58(5), 436 – 447.

  2. Acharya, Viral, Philipp Schnabl and Gustavo Suarez (2011) “Securitization without Risk Transfer,” Journal of Financial Economics, forthcoming.

  3. Afonso, Gara, Anna Kovner and Antoinette Schoar (2011). “Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis,” Journal of Finance 66(4), 1109–1139.

  4. Akram, Farooq and Casper Christophersen (2010). “Interbank Overnight Interest Rates – Gains from Systemic Importance,” working paper.

  5. Angelini, Paolo, Andrea Nobili and Cristina Picillo (2009). “The Interbank Market After August 2007: What Has Changed, and Why?” Temi Di Discussione (Economic Working Papers) 731.

  6. Armantier, Olivier and Adam Copeland (2012). “Assessing the Quality of “Furfine-based” Algorithms,” Federal Reserve Bank of New York Staff Report No. 575, October 2012.

  7. Ashcraft, Adam and Hoyt Bleakley (2006). “On the Market Discipline of Informationally Opaque Firms: Evidence from Bank Borrowers in the Federal Funds Market,” Federal Reserve Bank of New York Staff Reports, No. 257.
    Paper not yet in RePEc: Add citation now

  8. Bartolini, Leonardo, Svenja Gudell, Spence Hilton and Krista Schwarz (2005). “Intraday Trading in the Overnight Federal Funds Market,” Federal Reserve Bank of New York Current Issues in Economics and Finance 11(11).

  9. Bech, Morten L. and Elizabeth Klee (2011). “The Mechanics of a Graceful Exit: Interest on Reserves and Segmentation in the Federal Funds Market,” Journal of Monetary Economics 58(5), 415-431.

  10. Copeland, Adam, Antoine Martin and Michael Walker (2010). “The Tri-Party Repo Market before the 2010 Reforms,” Federal Reserve Bank of New York Staff Report No. 477.

  11. Craig, Ben and Goetz von Peter (2010). “Interbank Tiering and Money Center Banks,” BIS Working Papers No. 322.

  12. Duffie, Darrell, David Skeie and James Vickery (2013). “A Sampling-Window Approach to Transactions-Based Libor Fixing”, Federal Reserve Bank of New York Staff Report No. 596.

  13. Filter 2b: Return legs. Each potential return leg must satisfy the following criteria: ï‚· Greater than $10m ï‚· NOT in round multiples of $1,000 or more ï‚· Not to or from a settlement institution: CLS, CHIPS, or DTC ï‚· Not sent by either JPMC or BoNY to State Street ï‚· Not sent or received by the Federal Reserve or US government ï‚· Not sent by an international agency or foreign central bank ï‚· Not sent to and received by entities of the same regulatory top holder e.g. Payment of $65,170,155.56 from bank B to bank A on Aug 7, 2008.
    Paper not yet in RePEc: Add citation now

  14. Furfine, Craig (2001). “Banks Monitoring Banks: Evidence From the Overnight Federal Funds Market.” Journal of Business 74(1): 33-58.

  15. H.M. Treasury (2012). “The Wheatley Review of Libor: Final Report,” H.M. Treasury, London, September, 2012.
    Paper not yet in RePEc: Add citation now

  16. Heijmans, Ronald, Richard Heuver and Daniëlle Walraven (2010). “Monitoring the unsecured interbank money market using TARGET2 data,” DNB Working Papers, No 276.

  17. ï‚· Not to or from a settlement institution: CLS, CHIPS, or DTC ï‚· Not sent from State Street to J.P. Morgan Chase (JPMC) or Bank of New York (BoNY) ï‚· Not sent or received by the Federal Reserve or US government ï‚· Not received by an international agency or foreign central bank ï‚· Not sent and received by member entities of the same regulatory high holder e.g. Payment of $65m from bank A to bank B on July 7, 2008.
    Paper not yet in RePEc: Add citation now

  18. Keister, Todd and James McAndrews (2009). “Why are Banks Holding So Many Excess Reserves?” Federal Reserve Bank of New York Staff Reports No. 380.

  19. Kuo, Dennis, David Skeie and James Vickery (2012), “A Comparison of Libor to Other Measures of Bank Borrowing Costs,” work in progress, Federal Reserve Bank of New York.
    Paper not yet in RePEc: Add citation now

  20. Liedorp, F.R., L. Medema, M. Koetter, R.H. Koning and I. van Lelyveld (2010). “Peer Monitoring or Contagion? Interbank Market Exposure and Bank Risk,” DNB working paper No. 248.

  21. Michaud, François-Louis and Christian Upper (2009), “What Drives Interbank Rates? Evidence From the Libor Panel,” BIS Quarterly Review.
    Paper not yet in RePEc: Add citation now
  22. Schwarz, Krista (2009). “Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads,” working paper.
    Paper not yet in RePEc: Add citation now
  23. Snider, Connan and Thomas Youle (2013). “The Fix Is In: Detecting Portfolio Driven Manipulation of the Libor”, working paper.
    Paper not yet in RePEc: Add citation now
  24. Stigum, Marcia and Anthony Crescenzi (2007). Stigum’s Money Market. New York: McGraw-Hill.
    Paper not yet in RePEc: Add citation now
  25. The Fedwire Funds Service is owned and operated by the Federal Reserve System. The Federal Reserve Wholesale Product Office keeps daily journals of all transactions that pass over the Fedwire Funds Service. In the first quarter of 2007 there was an average of 535 thousand transactions per day, making up a daily average of $2.44 trillion in interbank payments.
    Paper not yet in RePEc: Add citation now

  26. Wetherilt, A., K. Soramäki and P. Zimmerman (2009). “The Sterling Unsecured Loan Market During 2006–2008: Insights from Network Topology,” Bank of England Working Paper No. 398. Technical Appendix: Algorithm filters This technical appendix describes in more detail the filters we apply in order to construct the dataset of inferred term loans made or intermediated by banks.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Multiple lending, credit lines and financial contagion. (2017). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172089.

    Full description at Econpapers || Download paper

  2. Interbank intermediation. (2016). Krahnen, Jan ; Georg, Co-Pierre ; Bluhm, Marcel .
    In: Discussion Papers.
    RePEc:zbw:bubdps:162016.

    Full description at Econpapers || Download paper

  3. The Euro Interbank Repo Market. (2015). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Mancini, Loreano .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2013:16.

    Full description at Econpapers || Download paper

  4. What makes banking crisis resolution difficult? Lessons from Japan and the Nordic Countries. (2015). Vollmer, Uwe ; Diemer, Michael.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:5:y:2015:i:2:p:251-277.

    Full description at Econpapers || Download paper

  5. Does Lack of Financial Stability Impair the Transmission of Monetary Policy?. (2015). Steffen, Sascha ; Teichmann, Daniel ; Acharya, Viral V. ; Imbierowicz, Bjorn .
    In: HIT-REFINED Working Paper Series.
    RePEc:hit:remfce:24.

    Full description at Econpapers || Download paper

  6. Un-Networking: The Evolution of Networks in the Federal Funds Market. (2015). Klee, Elizabeth ; Bolotnyy, Valentin ; Beltran, Daniel.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-55.

    Full description at Econpapers || Download paper

  7. From Organization to Activity in the US Collateralized Interbank Market. (2015). Oet, Mikhail ; Ong, Stephen J.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1529.

    Full description at Econpapers || Download paper

  8. Bank funding structure and lending under liquidity shocks: Evidence from Korea. (2015). Jung, Hosung ; Kim, Dongcheol .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:33:y:2015:i:c:p:62-80.

    Full description at Econpapers || Download paper

  9. Access policy and money market segmentation. (2015). Nellen, Thomas ; Kraenzlin, Sébastien.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:71:y:2015:i:c:p:1-12.

    Full description at Econpapers || Download paper

  10. FX market liquidity, funding constraints and capital flows. (2015). Phylaktis, Kate ; Banti, Chiara.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:56:y:2015:i:c:p:114-134.

    Full description at Econpapers || Download paper

  11. How do banks respond to increased funding uncertainty?. (2015). Walther, Ansgar ; Ritz, Robert.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:24:y:2015:i:3:p:386-410.

    Full description at Econpapers || Download paper

  12. Macroprudential regulation under repo funding. (2015). Valderrama, Laura .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:24:y:2015:i:2:p:178-199.

    Full description at Econpapers || Download paper

  13. Has the financial system become safer after the crisis? The changing nature of financial institution risk. (2015). Dong, Gang Nathan ; Calluzzo, Paul .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:53:y:2015:i:c:p:233-248.

    Full description at Econpapers || Download paper

  14. Does the bank risk concentration freeze the interbank system?. (2015). Lucchetta, Marcella.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:33:y:2015:i:c:p:149-166.

    Full description at Econpapers || Download paper

  15. A network view on interbank market freezes. (2014). Georg, Co-Pierre ; Gabrieli, Silvia.
    In: Discussion Papers.
    RePEc:zbw:bubdps:442014.

    Full description at Econpapers || Download paper

  16. Contagious herding and endogenous network formation in financial networks. (2014). Georg, Co-Pierre.
    In: Discussion Papers.
    RePEc:zbw:bubdps:232014.

    Full description at Econpapers || Download paper

  17. A network analysis of the evolution of the German interbank market. (2014). Georg, Co-Pierre ; Battiston, Stefano ; Roukny, Tarik .
    In: Discussion Papers.
    RePEc:zbw:bubdps:222014.

    Full description at Econpapers || Download paper

  18. LIBOR: origins, economics, crisis, scandal, and reform. (2014). Skeie, David ; Hou, David .
    In: Staff Reports.
    RePEc:fip:fednsr:667.

    Full description at Econpapers || Download paper

  19. Identifying term interbank loans from Fedwire payments data. (2014). Vickery, James ; Skeie, David ; Youle, Thomas ; Kuo, Dennis .
    In: Staff Reports.
    RePEc:fip:fednsr:603.

    Full description at Econpapers || Download paper

  20. To sell or to borrow: a theory of bank liquidity management. (2014). Kowalik, Michal.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp14-18.

    Full description at Econpapers || Download paper

  21. Bankruptcy resolution capacity and economic fluctuations. (2014). Aysun, Uluc.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:40:y:2014:i:c:p:387-399.

    Full description at Econpapers || Download paper

  22. The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: The experiences of the Federal Reserve and the European Central Bank. (2014). Eisenschmidt, Jens ; Demiralp, Selva ; Carpenter, Seth .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:43:y:2014:i:c:p:107-129.

    Full description at Econpapers || Download paper

  23. Contagious herding and endogenous network formation in financial networks. (2014). Georg, Co-Pierre.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141700.

    Full description at Econpapers || Download paper

  24. Wealth shocks, credit-supply shocks, and asset allocation: evidence from household and firm portfolios. (2014). Schaeck, Klaus ; Onali, Enrico ; Kick, Thomas ; Ruprecht, Benedikt .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141662.

    Full description at Econpapers || Download paper

  25. How do banks respond to increased funding uncertainty?. (2014). Walther, Ansgar ; Ritz, Robert.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1414.

    Full description at Econpapers || Download paper

  26. Implementing monetary policy in a fragmented monetary union.. (2014). Vari, Miklos.
    In: Working papers.
    RePEc:bfr:banfra:529.

    Full description at Econpapers || Download paper

  27. Interbank liquidity crunch and the firm credit crunch: Evidence from the 2007-2009 crisis. (2013). Schoar, Antoinette ; Peydro, Jose-Luis ; Da-Rocha Lopes, Samuel ; Samuel da-Rocha-Lopes, ; Iyer, Rajkamal.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1365.

    Full description at Econpapers || Download paper

  28. Liquidity hoarding. (2013). Yorulmazer, Tanju ; Gale, Douglas.
    In: Theoretical Economics.
    RePEc:the:publsh:1064.

    Full description at Econpapers || Download paper

  29. Repo Market – A Tool to Manage Liquidity in Financial Institutions. (2013). Nath, Golaka .
    In: MPRA Paper.
    RePEc:pra:mprapa:51590.

    Full description at Econpapers || Download paper

  30. Repo collateral fire sales: the effects of exemption from automatic stay. (2013). Infante, Sebastian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-83.

    Full description at Econpapers || Download paper

  31. The effectiveness of the non-standard policy measures during the financial crises: the experiences of the Federal Reserve and the European Central Bank. (2013). Eisenschmidt, Jens ; Demiralp, Selva ; Carpenter, Seth B..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-34.

    Full description at Econpapers || Download paper

  32. Bank liquidity hoarding and the financial crisis: an empirical evaluation. (2013). Berrospide, Jose .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-03.

    Full description at Econpapers || Download paper

  33. The term structure of interbank risk. (2013). Trolle, Anders B. ; Filipovi, Damir.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:3:p:707-733.

    Full description at Econpapers || Download paper

  34. The effectiveness of the non-standard policy measures during the financial crises: the experiences of the federal reserve and the European Central Bank. (2013). Eisenschmidt, Jens ; Demiralp, Selva ; Carpenter, Seth .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131562.

    Full description at Econpapers || Download paper

  35. Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007-2009 Crisis. (2013). Schoar, Antoinette ; Peydro, Jose-Luis ; Da-Rocha Lopes, Samuel ; Samuel da-Rocha-Lopes, ; Iyer, Rajkamal ; José-Luis Peydró, .
    In: Working Papers.
    RePEc:bge:wpaper:687.

    Full description at Econpapers || Download paper

  36. Domino Effects when Banks Hoard Liquidity: The French network.. (2013). Salakhova, Dilyara ; Héam, Jean-Cyprien ; Fourel, V. ; Tavolaro, S. ; Heam, J-C., .
    In: Working papers.
    RePEc:bfr:banfra:432.

    Full description at Econpapers || Download paper

  37. What is a prime bank? A Euribor � OIS spread perspective. (2013). Taboga, Marco.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_895_13.

    Full description at Econpapers || Download paper

  38. Credit risk connectivity in the financial industry and stabilization effects of government bailouts. (2012). Wedow, Michael ; Koetter, Michael ; Bosma, Jakob .
    In: Discussion Papers.
    RePEc:zbw:bubdps:162012.

    Full description at Econpapers || Download paper

  39. The macroeconomic effects of a stable funding requirement. (2012). Munro, Anella ; Bloor, Chris ; Craigie, Rebecca .
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2012/05.

    Full description at Econpapers || Download paper

  40. Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis. (2012). Mora, Nada ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17838.

    Full description at Econpapers || Download paper

  41. Assessing the quality of “Furfine-based” algorithms. (2012). Copeland, Adam ; Armantier, Olivier .
    In: Staff Reports.
    RePEc:fip:fednsr:575.

    Full description at Econpapers || Download paper

  42. CISS - a composite indicator of systemic stress in the financial system. (2012). Lo Duca, Marco ; Kremer, Manfred ; Hollo, Daniel .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121426.

    Full description at Econpapers || Download paper

  43. Bank liquidity, the maturity ladder, and regulation. (2012). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:346.

    Full description at Econpapers || Download paper

  44. Bankruptcy resolution capacity and regional economic fluctuations. (2012). Aysun, Uluc ; Khaddaria, Raman.
    In: Working Papers.
    RePEc:cfl:wpaper:2012-01.

    Full description at Econpapers || Download paper

  45. Liquidity risk, cash-flow constraints and systemic feedbacks. (2012). Kapadia, Sujit ; Drehmann, Mathias ; Sterne, Gabriel ; Elliott, John.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0456.

    Full description at Econpapers || Download paper

  46. Liquidity Hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp682.

    Full description at Econpapers || Download paper

  47. Liquidity hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas.
    In: Staff Reports.
    RePEc:fip:fednsr:488.

    Full description at Econpapers || Download paper

  48. Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis. (2011). Mora, Nada ; Acharya, Viral.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp11-06.

    Full description at Econpapers || Download paper

  49. Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis. (2011). Mora, Nada ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8706.

    Full description at Econpapers || Download paper

  50. Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis. (2010). merrouche, ouarda ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16395.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 18:39:18 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.