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Comment on network reactions to banking regulations by Selman Erol and Guillermo Ordonez

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  • Farboodi, Maryam

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  • Farboodi, Maryam, 2017. "Comment on network reactions to banking regulations by Selman Erol and Guillermo Ordonez," Journal of Monetary Economics, Elsevier, vol. 89(C), pages 68-70.
    • Handle: RePEc:eee:moneco:v:89:y:2017:i:c:p:68-70
    DOI: 10.1016/j.jmoneco.2017.05.001
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    References listed on IDEAS

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    1. Craig, Ben & von Peter, Goetz, 2014. "Interbank tiering and money center banks," Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 322-347.
    2. Gara Afonso & Ricardo Lagos, 2015. "Trade Dynamics in the Market for Federal Funds," Econometrica, Econometric Society, vol. 83, pages 263-313, January.
    3. in ’t Veld, Daan & van Lelyveld, Iman, 2014. "Finding the core: Network structure in interbank markets," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 27-40.
    4. Allen, Linda & Saunders, Anthony, 1986. "The large-small bank dichotomy in the federal funds market," Journal of Banking & Finance, Elsevier, vol. 10(2), pages 219-230, June.
    5. Chang, Eui Jung & Lima, Eduardo José Araújo & Guerra, Solange M. & Tabak, Benjamin M., 2008. "Measures of Interbank Market Structure: An Application to Brazil," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 28(2), November.
    6. Bech, Morten L. & Atalay, Enghin, 2010. "The topology of the federal funds market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(22), pages 5223-5246.
    7. Peltonen, Tuomas A. & Scheicher, Martin & Vuillemey, Guillaume, 2014. "The network structure of the CDS market and its determinants," Journal of Financial Stability, Elsevier, vol. 13(C), pages 118-133.
    8. Michael Boss & Helmut Elsinger & Martin Summer & Stefan Thurner, 2004. "Network topology of the interbank market," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 677-684.
    9. Vuillemey, G. & Breton, R., 2014. "Endogenous Derivative Networks," Working papers 483, Banque de France.
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    More about this item

    Keywords

    Banking regulations; Interbank networks; Systemic risk;
    All these keywords.

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets

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