A dynamic network model of the unsecured interbank lending market
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Publication:1657330
DOI10.1016/j.jedc.2018.03.015zbMath1401.91542OpenAlexW3123019746MaRDI QIDQ1657330
Francisco Blasques, Falk Bräuning, Iman van Lelyveld
Publication date: 13 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://research.vu.nl/en/publications/be0c2da8-f1a3-48ab-9f1f-0a6c080ea743
monitoringfinancial networkscredit-risk uncertaintyindirect inference estimationinterbank liquiditytrading relationships
Related Items (4)
Constructing banking networks under decreasing costs of link formation ⋮ The dynamic factor network model with an application to international trade ⋮ Dynamic interbank network analysis using latent space models ⋮ Intermediaries' substitutability and financial network resilience: a hyperstructure approach
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- Relationship Lending in the Interbank Market and the Price of Liquidity
- Network topology of the interbank market
- Trade Dynamics in the Market for Federal Funds
- Over-the-Counter Markets
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