Bank characteristics and the interbank money market: a distributional approach
From MaRDI portal
Publication:2687869
DOI10.1515/SNDE-2014-0030zbMath1506.62514OpenAlexW2254827517MaRDI QIDQ2687869
Jose Olmo, Burcu Kapar, Giulia Iori
Publication date: 7 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2014-0030
random effectsnonparametric kernel estimationpanel data methodse-MID interbank money marketstochastic dominance tests
Applications of statistics to economics (62P20) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Statistical methods; risk measures (91G70)
Related Items (2)
The role of bank relationships in the interbank market ⋮ Systemic losses due to counterparty risk in a stylized banking system
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Linear smoothers and additive models
- A network analysis of the Italian overnight money market
- Invariance principles for absolutely regular empirical processes
- Weak convergence and empirical processes. With applications to statistics
- Econometric analysis of panel data
- Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
- Intersection Bounds: Estimation and Inference
- Inferring trading dynamics for an OTC market: the case of the euro area overnight money market
- CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS
- Testing for Stochastic Dominance Efficiency
- Bank Runs, Deposit Insurance, and Liquidity
- Multivariate binary discrimination by the kernel method
- Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
- On Non-Parametric Estimates of Density Functions and Regression Curves
- Consistent Tests for Stochastic Dominance
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Consistent Testing for Stochastic Dominance under General Sampling Schemes
This page was built for publication: Bank characteristics and the interbank money market: a distributional approach
