Liquidity and Counterparty Risks Tradeoff in Money Market Networks
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- León, Carlos & Machado, Clara & Sarmiento, Miguel, 2018.
"Identifying central bank liquidity super-spreaders in interbank funds networks,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 75-92.
- Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 11187, Banco de la Republica.
- Machado, C. & Sarmiento Paipilla, N.M. & León, C., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Discussion Paper 2015-052, Tilburg University, Center for Economic Research.
- Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 816, Banco de la Republica de Colombia.
- Berger, Allen N. & Espinosa-Vega, Marco A. & Frame, W. Scott & Miller, Nathan H., 2011.
"Why do borrowers pledge collateral? New empirical evidence on the role of asymmetric information,"
Journal of Financial Intermediation, Elsevier, vol. 20(1), pages 55-70, January.
- Allen N. Berger & Marco A. Espinosa-Vega & W. Scott Frame & Nathan H. Miller, 2007. "Why do borrowers pledge collateral? new empirical evidence on the role of asymmetric information," FRB Atlanta Working Paper 2006-29, Federal Reserve Bank of Atlanta.
- Viral V. Acharya & Ouarda Merrouche, 2013.
"Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis,"
Review of Finance, European Finance Association, vol. 17(1), pages 107-160.
- Viral V. Acharya & Ouarda Merrouche, 2010. "Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis," NBER Working Papers 16395, National Bureau of Economic Research, Inc.
- Viral Acharya & Ouarda Merrouche, 2013. "Precautionary Hoarding of Liquidity and the Interbank Markets: Evidence from the Sub-Prime Crisis," Post-Print hal-01638078, HAL.
- Acharya, Viral & Merrouche, Ouarda, 2012. "Precautionary hoarding of liquidity and inter-bank markets: Evidence from the sub-prime crisis," CEPR Discussion Papers 8859, C.E.P.R. Discussion Papers.
- Miguel Sarmiento & Jorge Cely & Carlos León, 2015.
"Monitoring the Unsecured Interbank Funds Market,"
Borradores de Economia
14080, Banco de la Republica.
- Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia 917, Banco de la Republica de Colombia.
- Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José-Luis, 2014.
"Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis,"
Discussion Papers
45/2014, Deutsche Bundesbank.
- Fecht, Falko & Peydró, José-Luis & Abbassi, Puriya & Bräuning, Falk, 2015. "Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis," CEPR Discussion Papers 10479, C.E.P.R. Discussion Papers.
- Xavier Freixas & Antoine Martin & David Skeie, 2011.
"Bank Liquidity, Interbank Markets, and Monetary Policy,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2656-2692.
- Xavier Freixas & Antoine Martin & David R. Skeie, 2009. "Bank liquidity, interbank markets, and monetary policy," Staff Reports 371, Federal Reserve Bank of New York.
- Antoine Martin & David Skeie & Xavier Freixas, 2015. "Bank Liquidity, Interbank Markets and Monetary Policy," Working Papers 429, Barcelona School of Economics.
- Freixas, X. & Martin, A. & Skeie, D., 2010. "Bank Liquidity, Interbank Markets, and Monetary Policy," Discussion Paper 2010-35S, Tilburg University, Center for Economic Research.
- Xavier Freixas & Antoine Martin & David Skeie, 2010. "Bank liquidity, interbank markets and monetary policy," Economics Working Papers 1202, Department of Economics and Business, Universitat Pompeu Fabra.
- Battiston, Stefano & Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E., 2012.
"Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1121-1141.
- Stefano Battiston & Domenico Delli Gatti & Mauro Gallegati & Bruce C. Greenwald & Joseph E. Stiglitz, 2009. "Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk," NBER Working Papers 15611, National Bureau of Economic Research, Inc.
- Gorton, Gary & Metrick, Andrew, 2012.
"Securitized banking and the run on repo,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 425-451.
- Gary Gorton & Andrew Metrick, 2010. "Securitized Banking and the Run on Repo," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Gary B. Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," NBER Working Papers 15223, National Bureau of Economic Research, Inc.
- Gary Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," Yale School of Management Working Papers amz2358, Yale School of Management, revised 01 Sep 2009.
- Craig, Ben & von Peter, Goetz, 2014.
"Interbank tiering and money center banks,"
Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 322-347.
- Ben R. Craig & Goetz von Peter, 2009. "Interbank tiering and money center banks," Working Papers (Old Series) 0912, Federal Reserve Bank of Cleveland.
- Ben Craig & Goetz von Peter, 2010. "Interbank tiering and money center banks," BIS Working Papers 322, Bank for International Settlements.
- Craig, Ben R. & von Peter, Goetz, 2010. "Interbank tiering and money center banks," Discussion Paper Series 2: Banking and Financial Studies 2010,12, Deutsche Bundesbank.
- Ben R. Craig & Goetz von Peter, 2010. "Interbank tiering and money center banks," Working Papers (Old Series) 1014, Federal Reserve Bank of Cleveland.
- Allen, Franklin & Carletti, Elena & Gale, Douglas, 2009.
"Interbank market liquidity and central bank intervention,"
Journal of Monetary Economics, Elsevier, vol. 56(5), pages 639-652, July.
- Franklin Allen & Elena Carletti & Douglas Gale, 2009. "Interbank Market Liquidity and Central Bank Intervention," Economics Working Papers ECO2009/09, European University Institute.
- León, Carlos & Machado, Clara & Sarmiento, Miguel, 2018.
"Identifying central bank liquidity super-spreaders in interbank funds networks,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 75-92.
- Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 816, Banco de la Republica de Colombia.
- León, C. & Machado, C. & Sarmiento Paipilla, N.M., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Other publications TiSEM 452f3acc-9aff-4666-a044-7, Tilburg University, School of Economics and Management.
- Machado, C. & Sarmiento Paipilla, N.M. & León, C., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Other publications TiSEM 65196525-e8d7-4b78-9b8d-7, Tilburg University, School of Economics and Management.
- Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 11187, Banco de la Republica.
- Machado, C. & Sarmiento Paipilla, N.M. & León, C., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Discussion Paper 2015-052, Tilburg University, Center for Economic Research.
- Cocco, João F. & Gomes, Francisco J. & Martins, Nuno C., 2009. "Lending relationships in the interbank market," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 24-48, January.
- Furfine, Craig H, 2001. "Banks as Monitors of Other Banks: Evidence from the Overnight Federal Funds Market," The Journal of Business, University of Chicago Press, vol. 74(1), pages 33-57, January.
- 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.
- Thomas B. King, 2008.
"Discipline and Liquidity in the Interbank Market,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 295-317, March.
- Thomas B. King, 2008. "Discipline and Liquidity in the Interbank Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 295-317, March.
- Co-Pierre Georg & Jenny Poschmann, 2010. "Systemic risk in a network model of interbank markets with central bank activity," Jena Economics Research Papers 2010-033, Friedrich-Schiller-University Jena.
- Hojman, Daniel A. & Szeidl, Adam, 2008. "Core and periphery in networks," Journal of Economic Theory, Elsevier, vol. 139(1), pages 295-309, March.
- Paolo Tasca & Stefano Battiston, "undated".
"Diversification and Financial Stability,"
Working Papers
CCSS-11-001, ETH Zurich, Chair of Systems Design.
- Tasca, Paolo & Battiston, Stefano, 2014. "Diversification and financial stability," LSE Research Online Documents on Economics 59297, London School of Economics and Political Science, LSE Library.
- Allen, Linda & Peristiani, Stavros & Saunders, Anthony, 1989. "Bank Size, Collateral, and Net Purchase Behavior in the Federal Funds Market: Empirical Evidence," The Journal of Business, University of Chicago Press, vol. 62(4), pages 501-515, October.
- Castiglionesi, Fabio & Wagner, Wolf, 2013. "On the efficiency of bilateral interbank insurance," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 177-200.
- Viral V. Acharya & Denis Gromb & Tanju Yorulmazer, 2012.
"Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 4(2), pages 184-217, April.
- Gromb, Denis & Acharya, Viral & Yorulmazer, Tanju, 2008. "Imperfect Competition in the Inter-Bank Market for Liquidity as a Rationale for Central Banking," CEPR Discussion Papers 6984, C.E.P.R. Discussion Papers.
- Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel, 2015. "The role of bank relationships in the interbank market," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 118-141.
- León, Carlos & Berndsen, Ron J., 2014. "Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture," Journal of Financial Stability, Elsevier, vol. 15(C), pages 241-256.
- Battiston, Stefano & Gatti, Domenico Delli & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E., 2012.
"Default cascades: When does risk diversification increase stability?,"
Journal of Financial Stability, Elsevier, vol. 8(3), pages 138-149.
- Stefano Battiston & Domenico Delli Gatti & Mauro Gallegati & Bruce Greenwald & Joseph E. Stiglitz, "undated". "Default Cascades: When Does Risk Diversification Increase Stability?," Working Papers ETH-RC-11-006, ETH Zurich, Chair of Systems Design.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Carlos León & Javier Miguélez, 2020. "Interbank relationship lending in Colombia," Borradores de Economia 1118, Banco de la Republica de Colombia.
- Ricardo Mariño-Martínez & Carlos León & Carlos Cadena-Silva, 2020.
"Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia,"
Borradores de Economia
1101, Banco de la Republica de Colombia.
- Mariño-Martínez, Ricardo & León, Carlos & Cadena-Silva, Carlos, 2020. "Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia," Working papers 33, Red Investigadores de Economía.
- Zhang, Simpson & van der Schaar, Mihaela, 2020. "Reputational dynamics in financial networks during a crisis," Journal of Financial Stability, Elsevier, vol. 49(C).
- Freddy Cepeda-López & Fredy Gamboa-Estrada & Carlos León & Hernán Rincón-Castro, 2019.
"The evolution of world trade from 1995 to 2014: A network approach,"
The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 28(4), pages 452-485, May.
- Cepeda, Fredy & Gamboa, Freddy & León, C. & Rincon, Hernan, 2017. "The Evolution of World Trade from 1995 to 2014 : A Network Approach," Discussion Paper 2017-008, Tilburg University, Center for Economic Research.
- Cepeda, Fredy & Gamboa, Freddy & León, C. & Rincon, Hernan, 2017. "The Evolution of World Trade from 1995 to 2014 : A Network Approach," Other publications TiSEM f20d3dc2-d624-4dd8-9c47-5, Tilburg University, School of Economics and Management.
- Freddy Cepeda-López & Fredy Gamboa-Estrada & Carlos León-Rincón & Hernán Rincón-Castro, 2017. "The evolution of world trade from 1995 to 2014: A network approach," Borradores de Economia 985, Banco de la Republica de Colombia.
- Miguel Sarmiento, 2019. "The Impact of Exogenous Liquidity Shocks on Banks Funding Costs: Microevidence from the Unsecured Interbank Market," IHEID Working Papers 01-2019, Economics Section, The Graduate Institute of International Studies.
- Fabio Ortega & Carlos León, 2017. "Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes," Borradores de Economia 990, Banco de la Republica de Colombia.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Carlos León & Miguel Sarmiento, 2016.
"Liquidity and Counterparty Risks Tradeoff in Money Market Networks,"
Borradores de Economia
936, Banco de la Republica de Colombia.
- León, C. & Sarmiento, M., 2016. "Liquidity and Counterparty Risks Tradeoff in Money Market Networks," Discussion Paper 2016-017, Tilburg University, Center for Economic Research.
- León, C., 2015. "Financial stability from a network perspective," Other publications TiSEM bb2e4e44-e842-45c6-a946-4, Tilburg University, School of Economics and Management.
- León, Carlos & Machado, Clara & Sarmiento, Miguel, 2018.
"Identifying central bank liquidity super-spreaders in interbank funds networks,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 75-92.
- Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 11187, Banco de la Republica.
- Machado, C. & Sarmiento Paipilla, N.M. & León, C., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Discussion Paper 2015-052, Tilburg University, Center for Economic Research.
- Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 816, Banco de la Republica de Colombia.
- Machado, C. & Sarmiento Paipilla, N.M. & León, C., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Other publications TiSEM 65196525-e8d7-4b78-9b8d-7, Tilburg University, School of Economics and Management.
- León, Carlos & Machado, Clara & Sarmiento, Miguel, 2018.
"Identifying central bank liquidity super-spreaders in interbank funds networks,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 75-92.
- Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 816, Banco de la Republica de Colombia.
- León, C. & Machado, C. & Sarmiento Paipilla, N.M., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Other publications TiSEM 452f3acc-9aff-4666-a044-7, Tilburg University, School of Economics and Management.
- Machado, C. & Sarmiento Paipilla, N.M. & León, C., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Other publications TiSEM 65196525-e8d7-4b78-9b8d-7, Tilburg University, School of Economics and Management.
- Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 11187, Banco de la Republica.
- Machado, C. & Sarmiento Paipilla, N.M. & León, C., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Discussion Paper 2015-052, Tilburg University, Center for Economic Research.
- Miguel Sarmiento, 2019. "The Impact of Exogenous Liquidity Shocks on Banks Funding Costs: Microevidence from the Unsecured Interbank Market," IHEID Working Papers 01-2019, Economics Section, The Graduate Institute of International Studies.
- Martínez, Constanza & León, Carlos, 2016.
"The cost of collateralized borrowing in the Colombian money market: Does connectedness matter?,"
Journal of Financial Stability, Elsevier, vol. 25(C), pages 193-205.
- Constanza Martínez & Carlos León, 2014. "The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?," Borradores de Economia 803, Banco de la Republica de Colombia.
- Constanza Martínez & Carlos León, 2014. "The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?," Borradores de Economia 11123, Banco de la Republica.
- Carlos León & Jorge Cely & Carlos Cadena, 2016.
"Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data,"
Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 91-125, Julio - D.
- León, C. & Cely, Jorge & Cadena, Carlos, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Discussion Paper 2015-029, Tilburg University, Center for Economic Research.
- Carlos León & Jorge Cely & Carlos Cadena, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Borradores de Economia 881, Banco de la Republica de Colombia.
- Carlos León & Jorge Cely & Carlos Cadena, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Borradores de Economia 12716, Banco de la Republica.
- León, C. & Cely, Jorge & Cadena, Carlos, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Other publications TiSEM ccd49709-e1d5-4da9-bf85-8, Tilburg University, School of Economics and Management.
- Miguel Sarmiento & Jorge Cely & Carlos León, 2015.
"Monitoring the Unsecured Interbank Funds Market,"
Borradores de Economia
14080, Banco de la Republica.
- Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia 917, Banco de la Republica de Colombia.
- Miguel Sarmiento, 2016. "Market Discipline and Liquidity Risk: Evidence from the Interbank Funds Market," IHEID Working Papers 14-2016, Economics Section, The Graduate Institute of International Studies.
- Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
- repec:tiu:tiucen:bd09917e-4277-418c-8d8e-5bd5b8439fd3 is not listed on IDEAS
- Massimiliano Affinito, 2019.
"What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy,"
Temi di discussione (Economic working papers)
1238, Bank of Italy, Economic Research and International Relations Area.
- Massimiliano Affinito, 2019. "What do almost 20 years of micro data and two crises say about the relationship between central bank and interbank market liquidity? Evidence from Italy," BIS Working Papers 821, Bank for International Settlements.
- Carlos León & Javier Miguélez, 2020. "Interbank relationship lending in Colombia," Borradores de Economia 1118, Banco de la Republica de Colombia.
- Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016. "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 149-161.
- Bednarek, Peter & Dinger, Valeriya & Schultz, Alison & von Westernhagen, Natalja, 2023. "Banks of a feather: The informational advantage of being alike," Discussion Papers 09/2023, Deutsche Bundesbank.
- Sarmiento, Miguel & Cely, Jorge & León, Carlos, 2017. "An early warning indicator system to monitor the unsecured interbank funds market," Research in International Business and Finance, Elsevier, vol. 40(C), pages 114-128.
- Karolina Puławska, 2022. "Effects of the bank levy introduction on the interbank market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 844-864, January.
- Carlos León & Constanza Martínez-Ventura & Freddy Cepeda-López, 2019.
"Short-Term Liquidity Contagion in the Interbank Market,"
Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 38(76), pages 51-80, January.
- Carlos León & Constanza Martínez & Freddy Cepeda, 2015. "Short-Term Liquidity Contagion in the Interbank Market," Borradores de Economia 920, Banco de la Republica de Colombia.
- Carlos León & Constanza Martínez & Freddy Cepeda, 2015. "Short-Term Liquidity Contagion in the Interbank Market," Borradores de Economia 14167, Banco de la Republica.
- León, C. & Martínez, Constanza & Cepeda, Freddy, 2016. "Short-Term Liquidity Contagion in the Interbank Market," Discussion Paper 2016-018, Tilburg University, Center for Economic Research.
- Bulusu, Narayan & Guérin, Pierre, 2019.
"What drives interbank loans? Evidence from Canada,"
Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
- Narayan Bulusu & Pierre Guérin, 2018. "What Drives Interbank Loans? Evidence from Canada," Staff Working Papers 18-5, Bank of Canada.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:fa0a957d-4f5b-45dc-9148-a6a76eb1efed. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.