The role of bank relationships in the interbank market

DOI10.1016/J.JEDC.2015.07.008zbMath1401.91438OpenAlexW1189932521MaRDI QIDQ1657486

Giulia Iori, Asena Temizsoy, Gabriel V. Montes-Rojas

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://openaccess.city.ac.uk/id/eprint/12356/46/relationship_TemizsoyIoriMontes-Rojas.pdf

zbMATH Keywords

interbank marketlending relationshipovernight loans

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (7)

Constructing banking networks under decreasing costs of link formation ⋮ Network ANOVA random effects models for node attributes ⋮ Networked relationships in the e-MID interbank market: a trading model with memory ⋮ Intermediaries' substitutability and financial network resilience: a hyperstructure approach ⋮ Interbank borrowing and lending between financially constrained banks ⋮ Quantifying preferential trading in the e-MID interbank market ⋮ Do central counterparties reduce counterparty and liquidity risk? Empirical results

Cites Work

• A network analysis of the Italian overnight money market
• Networked relationships in the e-MID interbank market: a trading model with memory
• Bank characteristics and the interbank money market: a distributional approach
• Quantifying preferential trading in the e-MID interbank market
• Over-the-Counter Markets

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