Monetary policy implementation in an interbank network: Effects on systemic risk
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DOI: 10.2139/ssrn.2417219
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- Holton, Sarah & Rodriguez d’Acri, Costanza, 2015. "Jagged Cliffs and Stumbling Blocks: Interest Rate Pass-through Fragmentation during the Euro Area Crisis," Research Technical Papers 01/RT/15, Central Bank of Ireland.
- Sadhan Kumar Chattopadhyay & Arghya Kusum Mitra, 2023. "Monetary policy transmission in India under the base rate and MCLR regimes: a comparative study," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-14, December.
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- Hüser, Anne-Caroline, 2016. "Too interconnected to fail: A survey of the Interbank Networks literature," SAFE Working Paper Series 91, Leibniz Institute for Financial Research SAFE, revised 2016.
- Bluhm, Marcel, 2015. "Interbank funding as insurance mechanism for (persistent) liquidity shocks," SAFE Working Paper Series 117, Leibniz Institute for Financial Research SAFE.
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2022.
"Simulating fire sales in a system of banks and asset managers,"
Journal of Banking & Finance, Elsevier, vol. 138(C).
- Calimani, Susanna & Hałaj, Grzegorz & Żochowski, Dawid, 2020. "Simulating fire sales in a system of banks and asset managers," Working Paper Series 2373, European Central Bank.
- Bluhm, Marcel, 2018. "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, vol. 36(C), pages 246-262.
- Brancaccio, Emiliano & Giammetti, Raffaele & Lopreite, Milena & Puliga, Michelangelo, 2019.
"Monetary policy, crisis and capital centralization in corporate ownership and control networks: A B-Var analysis,"
Structural Change and Economic Dynamics, Elsevier, vol. 51(C), pages 55-66.
- Emiliano Brancaccio & Raffaele Giammetti & Milena Lopreite & Michelangelo Puliga, 2019. "Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis," LEM Papers Series 2019/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2023.
"The financial network channel of monetary policy transmission: an agent-based model,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 533-571, July.
- Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model," Working Papers, Department of Economics 2022_01, University of São Paulo (FEA-USP), revised 21 Jan 2022.
- Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The financial network channel of monetary policy transmission: An agent-based model," Working Papers 2022/01, Economics Department, Universitat Jaume I, Castellón (Spain).
- Souza, Sergio Rubens Stancato de, 2016. "Capital requirements, liquidity and financial stability: The case of Brazil," Journal of Financial Stability, Elsevier, vol. 25(C), pages 179-192.
- Holton, Sarah & Rodriguez d’Acri, Costanza, 2018. "Interest rate pass-through since the euro area crisis," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 277-291.
- Thiago Christiano Silva & Solange Maria Guerra & Michel Alexandre da Silva & Benjamin Miranda Tabak, 2018. "Interconnectedness, Firm Resilience and Monetary Policy," Working Papers Series 478, Central Bank of Brazil, Research Department.
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More about this item
Keywords
network formation; contagion; central banks' interventions;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G01 - Financial Economics - - General - - - Financial Crises
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2014-04-11 (Banking)
- NEP-CBA-2014-04-11 (Central Banking)
- NEP-GER-2014-04-11 (German Papers)
- NEP-MON-2014-04-11 (Monetary Economics)
- NEP-NET-2014-04-11 (Network Economics)
- NEP-RMG-2014-04-11 (Risk Management)
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