Liquidity crunch in the interbank market: is it credit or liquidity risk, or both?
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- Angelo Baglioni, 2012. "Liquidity Crunch in the Interbank Market: Is it Credit or Liquidity Risk, or Both?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 41(1), pages 1-18, April.
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More about this item
Keywords
Global financial crisis; Money market; Liquidity; Central banking.;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2010-01-30 (Banking)
- NEP-MON-2010-01-30 (Monetary Economics)
- NEP-MST-2010-01-30 (Market Microstructure)
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