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Are Banks Risk-Averse? A Note on the Timing of Operations in the Interbank Market

Author

Listed:
  • Angelini, P.

Abstract

The paper presents a simple theory of intraday behavior in the interbank market.

Suggested Citation

  • Angelini, P., 1996. "Are Banks Risk-Averse? A Note on the Timing of Operations in the Interbank Market," Papers 266, Banca Italia - Servizio di Studi.
    • Handle: RePEc:fth:banita:266
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    Citations

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    Cited by:

    1. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
    2. Ruggero Grilli & Gabriele Tedeschi & Mauro Gallegati, 2015. "Markets connectivity and financial contagion," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 287-304, October.
    3. David Vanhoose, 2000. "Central bank policy making in competing payment systems," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 28(2), pages 117-139, June.

    More about this item

    Keywords

    BANKS; RISK AVERSION; RISK; FINANCIAL MARKET;
    All these keywords.

    JEL classification:

    • G20 - Financial Economics - - Financial Institutions and Services - - - General
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G29 - Financial Economics - - Financial Institutions and Services - - - Other

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