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Systemic Illiquidity in the Federal Funds Market
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Cited by:
- Jahangir Sultan, 2012. "Options on federal funds futures and interest rate volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(4), pages 330-359, April.
- Ricardo J. Caballero & Arvind Krishnamurthy, 2008.
"Collective Risk Management in a Flight to Quality Episode,"
Journal of Finance, American Finance Association, vol. 63(5), pages 2195-2230, October.
- Ricardo J. Caballero & Arvind Krishnamurthy, 2007. "Collective Risk Management in a Flight to Quality Episode," NBER Working Papers 12896, National Bureau of Economic Research, Inc.
- Giuseppe Attanasi & Samuele Centorrino & Elena Manzoni, 2020.
"Zero-Intelligence vs. Human Agents: An Experimental Analysis of the Efficiency of Double Auctions and Over-the-Counter Markets of Varying Sizes,"
Working Papers
05/2020, University of Verona, Department of Economics.
- Giuseppe Attanasi & Samuele Centorrino & Elena Manzoni, 2020. "Zero-Intelligence vs. Human Agents: An Experimental Analysis of the Efficiency of Double Auctions and Over-the-Counter Markets of Varying Sizes," GREDEG Working Papers 2020-10, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Giuseppe Attanasi & Samuele Centorrino & Elena Manzoni, 2020. "Zero-Intelligence vs. Human Agents: An Experimental Analysis of the Efficiency of Double Auctions and Over-the-Counter Markets of Varying Sizes," Department of Economics Working Papers 20-04, Stony Brook University, Department of Economics.
- Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien, 2022.
"Heterogeneity in decentralized asset markets,"
Theoretical Economics, Econometric Society, vol. 17(3), July.
- Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL, 2014. "Heterogeneity in Decentralized Asset Markets," Swiss Finance Institute Research Paper Series 14-67, Swiss Finance Institute.
- Weill, Pierre-Olivier & Hugonnier, Julien & Lester, Benjamin, 2020. "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers 14274, C.E.P.R. Discussion Papers.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019. "Heterogeneity in Decentralized Asset Markets," Working Papers 19-44, Federal Reserve Bank of Philadelphia.
- Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier, 2016. "Heterogeneity in decentralized asset markets," 2016 Meeting Papers 1014, Society for Economic Dynamics.
- Hugonnier, Julien & Lester, Ben & Weill, Pierre-Olivier, 2019. "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers 14014, C.E.P.R. Discussion Papers.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2015. "Heterogeneity in decentralized asset markets," Working Papers 15-22, Federal Reserve Bank of Philadelphia.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2014. "Heterogeneity in Decentralized Asset Markets," NBER Working Papers 20746, National Bureau of Economic Research, Inc.
- Ricardo Lagos & Guillaume Rocheteau, 2009.
"Liquidity in Asset Markets With Search Frictions,"
Econometrica, Econometric Society, vol. 77(2), pages 403-426, March.
- Ricardo Lagos & Guillaume Rocheteau, 2007. "Liquidity in asset markets with search frictions," Working Papers (Old Series) 0706, Federal Reserve Bank of Cleveland.
- Ricardo Lagos & Guillaume Rocheteau, 2008. "Liquidity in asset markets with search frictions," Staff Report 408, Federal Reserve Bank of Minneapolis.
- Ricardo Lagos & Guillaume Rocheteau, 2008. "Liquidity in asset markets with search frictions," Working Papers (Old Series) 0804, Federal Reserve Bank of Cleveland.
- Gara Afonso & Roc Armenter & Benjamin Lester, 2019.
"A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 177-204, July.
- Gara M. dup Afonso & Roc Armenter & Benjamin Lester, 2018. "A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow," Working Papers 18-10, Federal Reserve Bank of Philadelphia.
- Gara M. dup Afonso & Roc Armenter & Benjamin Lester, 2018. "A model of the federal funds market: yesterday, today, and tomorrow," Staff Reports 840, Federal Reserve Bank of New York.
- Engel, Charles & Bianchi, Javier & Bigio, Saki, 2021.
"Scrambling for Dollars: International Liquidity, Banks and Exchange Rates,"
CEPR Discussion Papers
16712, C.E.P.R. Discussion Papers.
- Javier Bianchi & Saki Bigio & Charles Engel, 2022. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," Working Papers 182, Peruvian Economic Association.
- Javier Bianchi & Saki Bigio & Charles Engel, 2021. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," Working Papers 786, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Saki Bigio & Charles Engel, 2021. "Scrambling for Dollars: International Liquidity, Banks and Exchange Rates," NBER Working Papers 29457, National Bureau of Economic Research, Inc.
- Blasques, Francisco & Bräuning, Falk & Lelyveld, Iman van, 2018.
"A dynamic network model of the unsecured interbank lending market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 310-342.
- Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015. "A dynamic network model of the unsecured interbank lending market," BIS Working Papers 491, Bank for International Settlements.
- Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016. "A dynamic network model of the unsecured interbank lending market," Working Papers 16-3, Federal Reserve Bank of Boston.
- Herrenbrueck, Lucas, 2014.
"Quantitative Easing and the Liquidity Channel of Monetary Policy,"
MPRA Paper
70686, University Library of Munich, Germany, revised 10 Apr 2016.
- Lucas Herrenbrueck, 2016. "Quantitative Easing and the Liquidity Channel of Monetary Policy," 2016 Meeting Papers 767, Society for Economic Dynamics.
- Lucas Herrenbrueck, 2014. "Quantitative Easing and the Liquidity Channel of Monetary Policy," Discussion Papers dp14-09, Department of Economics, Simon Fraser University, revised Apr 2016.
- Bucher, Monika & Hauck, Achim & Neyer, Ulrike, 2014.
"Frictions in the interbank market and uncertain liquidity needs: Implications for monetary policy implementation,"
DICE Discussion Papers
134, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Bucher, Monika & Hauck, Achim & Neyer, Ulrike, 2014. "Frictions in the interbank market and uncertain liquidity needs: Implications for monetary policy implementation," DICE Discussion Papers 134 [rev.], Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Roc Armenter & Benjamin Lester, 2017.
"Excess Reserves and Monetary Policy Implementation,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 23, pages 212-235, January.
- Roc Armenter & Benjamin Lester, 2016. "Excess Reserves and Monetary Policy Implementation," Working Papers 16-33, Federal Reserve Bank of Philadelphia.
- Adam Copeland & Darrell Duffie & Yilin Yang, 2021.
"Reserves Were Not So Ample After All,"
Staff Reports
974, Federal Reserve Bank of New York.
- Copeland, Adam & Duffie, Darrell & Yang, Yilin (David), 2021. "Reserves Were Not So Ample after All," Research Papers 3974, Stanford University, Graduate School of Business.
- Adam Copeland & Darrell Duffie & Yilin Yang, 2021. "Reserves Were Not So Ample After All," NBER Working Papers 29090, National Bureau of Economic Research, Inc.
- Puriya Abbassi & Falk Bräuning & Niels Schulze, 2021.
"Bargaining power and outside options in the interbank lending market,"
Financial Management, Financial Management Association International, vol. 50(2), pages 553-586, June.
- Abbassi, Puriya & Bräuning, Falk & Schulze, Niels, 2017. "Bargaining power and outside options in the interbank lending market," Discussion Papers 31/2017, Deutsche Bundesbank.
- Puriya Abbassi & Falk Bräuning & Niels Schulze, 2020. "Bargaining Power and Outside Options in the Interbank Lending Market," Working Papers 20-10, Federal Reserve Bank of Boston.
- Elizabeth C. Klee, 2007. "Operational problems and aggregate uncertainty in the federal funds market," Finance and Economics Discussion Series 2007-49, Board of Governors of the Federal Reserve System (U.S.).
- Wei Cui & Sören Radde, 2020.
"Search-based Endogenous Asset Liquidity and the Macroeconomy [Why Don’t US Issuers Demand European Fees for IPOs?],"
Journal of the European Economic Association, European Economic Association, vol. 18(5), pages 2221-2269.
- Wei Cui & Sören Radde, 2014. "Search-Based Endogenous Illiquidity and the Macroeconomy," Discussion Papers of DIW Berlin 1367, DIW Berlin, German Institute for Economic Research.
- Radde, Sören & Cui, Wei, 2016. "Search-based endogenous asset liquidity and the macroeconomy," Working Paper Series 1917, European Central Bank.
- Soren Radde & Wei Cui, 2015. "Search-Based Endogenous Illiquidity and the Macroeconomy," 2015 Meeting Papers 546, Society for Economic Dynamics.
- Li, Yi, 2021. "Reciprocal lending relationships in shadow banking," Journal of Financial Economics, Elsevier, vol. 141(2), pages 600-619.
- Huber, Samuel & Kim, Jaehong, 2017.
"On the optimal quantity of liquid bonds,"
Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 184-200.
- Samuel Huber & Jaehong Kim, 2015. "On the optimal quantity of liquid bonds," ECON - Working Papers 193, Department of Economics - University of Zurich, revised Apr 2017.
- Matteo Smerlak & Brady Stoll & Agam Gupta & James S Magdanz, 2015.
"Mapping Systemic Risk: Critical Degree and Failures Distribution in Financial Networks,"
PLOS ONE, Public Library of Science, vol. 10(7), pages 1-15, July.
- Matteo Smerlak & Brady Stoll & Agam Gupta & James S. Magdanz, 2014. "Mapping systemic risk: critical degree and failures distribution in financial networks," Papers 1402.4783, arXiv.org, revised Mar 2014.
- Giuseppe Attanasi & Samuele Centorrino & Elena Manzoni, 2021.
"Zero‐intelligence versus human agents: An experimental analysis of the efficiency of Double Auctions and Over‐the‐Counter markets of varying sizes,"
Journal of Public Economic Theory, Association for Public Economic Theory, vol. 23(5), pages 895-932, October.
- Giuseppe Attanasi & Samuele Centorrino & Elena Manzoni, 2021. "Zero‐intelligence versus human agents: An experimental analysis of the efficiency of Double Auctions and Over‐the‐Counter markets of varying sizes," Post-Print hal-03520323, HAL.
- Craig, Ben R. & Fecht, Falko & Tümer-Alkan, Günseli, 2015.
"The role of interbank relationships and liquidity needs,"
Journal of Banking & Finance, Elsevier, vol. 53(C), pages 99-111.
- Craig, Ben R. & Fecht, Falko & Tümer-Alkan, Günseli, 2013. "The role of interbank relationships and liquidity needs," Discussion Papers 54/2013, Deutsche Bundesbank.
- Ben R. Craig & Falko Fecht & Gunseli Tumer-Alkan, 2014. "The Role of Interbank Relationships and Liquidity Needs," Working Papers (Old Series) 1421, Federal Reserve Bank of Cleveland.
- Morten L. Bech & Carl T. Bergstrom & Rod Garratt & Martin Rosvall, 2011. "Mapping change in the federal funds market," Staff Reports 507, Federal Reserve Bank of New York.
- Klee, Elizabeth, 2010. "Operational outages and aggregate uncertainty in the federal funds market," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2386-2402, October.
- Adam Ashcraft & James Mcandrews & David Skeie, 2011.
"Precautionary Reserves and the Interbank Market,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 311-348, October.
- Adam Ashcraft & James Mcandrews & David Skeie, 2011. "Precautionary Reserves and the Interbank Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 311-348, October.
- Adam B. Ashcraft & James J. McAndrews & David R. Skeie, 2009. "Precautionary reserves and the interbank market," Staff Reports 370, Federal Reserve Bank of New York.
- Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2023.
"Liquidity Risk and Funding Cost,"
Review of Finance, European Finance Association, vol. 27(2), pages 399-422.
- Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2019. "Liquidity Risk and Funding Cost," Working Papers on Finance 1903, University of St. Gallen, School of Finance, revised Aug 2020.
- Benjamin Lester & Roc Armenter, 2015.
"Excess Reserves and Monetary Policy Normalization,"
2015 Meeting Papers
586, Society for Economic Dynamics.
- Roc Armenter & Benjamin Lester, 2015. "Excess reserves and monetary policy normalization," Working Papers 15-35, Federal Reserve Bank of Philadelphia.
- Huberto Ennis & John Weinberg, 2013.
"Over-the-counter loans, adverse selection, and stigma in the interbank market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 601-616, October.
- Huberto M. Ennis & John A. Weinberg, 2010. "Over-the-counter loans, adverse selection, and stigma in the interbank market," Working Paper 10-07, Federal Reserve Bank of Richmond.
- Adrian Buss & Bernard Dumas, 2019.
"The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees,"
Journal of Finance, American Finance Association, vol. 74(2), pages 795-844, April.
- Dumas, Bernard & Buss, Adrian, 2013. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," CEPR Discussion Papers 9524, C.E.P.R. Discussion Papers.
- Adrian Buss & Bernard Dumas, 2015. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," NBER Working Papers 21421, National Bureau of Economic Research, Inc.
- Adrian Buss & Bernard Dumas, 2013. "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," NBER Working Papers 19155, National Bureau of Economic Research, Inc.
- Adrian, Tobias & Capponi, Agostino & Fleming, Michael & Vogt, Erik & Zhang, Hongzhong, 2020.
"Intraday market making with overnight inventory costs,"
Journal of Financial Markets, Elsevier, vol. 50(C).
- Tobias Adrian & Agostino Capponi & Michael J. Fleming & Erik Vogt & Hongzhong Zhang, 2016. "Intraday market making with overnight inventory costs," Staff Reports 799, Federal Reserve Bank of New York.
- Adrian, Tobias & Capponi, Agostino & Vogt, Erik & Zhang, Hongzhong, 2017. "Intraday Market Making with Overnight Inventory Costs," CEPR Discussion Papers 12245, C.E.P.R. Discussion Papers.
- Roc Armenter, 2016. "A Tractable Model Of The Demand For Reserves Under Nonlinear Remuneration Schemes," Working Papers 16-35, Federal Reserve Bank of Philadelphia.
- Javier Bianchi & Saki Bigio, 2022.
"Banks, Liquidity Management, and Monetary Policy,"
Econometrica, Econometric Society, vol. 90(1), pages 391-454, January.
- Javier Bianchi & Saki Bigio, 2014. "Banks, Liquidity Management and Monetary Policy," Working Papers 18, Peruvian Economic Association.
- Saki Bigio & Javier Bianchi, 2014. "Banks, Liquidity Management and Monetary Policy," 2014 Meeting Papers 489, Society for Economic Dynamics.
- Javier Bianchi & Saki Bigio, 2014. "Banks, Liquidity Management and Monetary Policy," NBER Working Papers 20490, National Bureau of Economic Research, Inc.
- Javier Bianchi & Saki Bigio, 2014. "Banks, Liquidity Management, and Monetary Policy," Staff Report 503, Federal Reserve Bank of Minneapolis.
- Gara Afonso & Ricardo Lagos, 2015.
"Trade Dynamics in the Market for Federal Funds,"
Econometrica, Econometric Society, vol. 83, pages 263-313, January.
- Ricardo Lagos & Gara Afonso, 2010. "Trade Dynamics in the Market for Federal Funds," 2010 Meeting Papers 424, Society for Economic Dynamics.
- Gara Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," NBER Working Papers 20419, National Bureau of Economic Research, Inc.
- Gara M. dup Afonso & Ricardo Lagos, 2012. "Trade dynamics in the market for federal funds," Staff Reports 549, Federal Reserve Bank of New York.
- Ricardo Lagos & Gara Afonson, 2011. "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers 314, Society for Economic Dynamics.
- Gara M. dup Afonso & Ricardo Lagos, 2014. "Trade Dynamics in the Market for Federal Funds," Working Papers 710, Federal Reserve Bank of Minneapolis.
- Mario Di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2022.
"Unsecured and Secured Funding,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 651-662, March.
- Ranaldo, Angelo & Wrampelmeyer, Jan, 2016. "Unsecured and Secured Funding," Working Papers on Finance 1616, University of St. Gallen, School of Finance.
- Mario di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2018. "Unsecured and Secured Funding," Tinbergen Institute Discussion Papers 18-038/IV, Tinbergen Institute.
- Guillaume Rocheteau & Pierre‐Olivier Weill, 2011.
"Liquidity in Frictional Asset Markets,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 261-282, October.
- Guillaume Rocheteau & Pierre-Olivier Weill, 2011. "Liquidity in Frictional Asset Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 261-282, October.
- Guillaume Rocheteau & Pierre-Olivier Weill, 2011. "Liquidity in frictional asset markets," Working Papers (Old Series) 1105, Federal Reserve Bank of Cleveland.
- Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2021.
"The Market Events of Mid-September 2019,"
Economic Policy Review, Federal Reserve Bank of New York, vol. 27(2), pages 1-26, August.
- Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2020. "The Market Events of Mid-September 2019," Staff Reports 918, Federal Reserve Bank of New York.
- Cipriani, Marco & Afonso, Gara & Copeland, Adam & Kovner, Anna & La Spada, Gabriele & Martin, Antoine, 2020. "The market events of mid-September 2019," CEPR Discussion Papers 14467, C.E.P.R. Discussion Papers.
- Jonathan Chiu & Jens Eisenschmidt & Cyril Monnet, 2020.
"Relationships in the Interbank Market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 170-191, January.
- Jonathan Chiu & Cyril Monnet, 2016. "Relationships in the Interbank Market," Staff Working Papers 16-33, Bank of Canada.
- Chiu, Jonathan & Monnet, Cyril, 2016. "Relationships in the interbank market," Working Paper Series 19479, Victoria University of Wellington, School of Economics and Finance.
- Olivier Armantier & Adam Copeland, 2012. "Assessing the quality of “Furfine-based” algorithms," Staff Reports 575, Federal Reserve Bank of New York.
- Attanasi, Giuseppe & Centorrino, Samuele & Moscati, Ivan, 2016.
"Over-the-counter markets vs. double auctions: A comparative experimental study,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 63(C), pages 22-35.
- Giuseppe Attanasi & Samuele Centorrino & Ivan Moscati, 2014. "Over-the-Counter Markets vs Double Auctions: A Comparative Experimental Study," Department of Economics Working Papers 14-06, Stony Brook University, Department of Economics.
- 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.
- Bartolini, Leonardo & Hilton, Spence & McAndrews, James J., 2010.
"Settlement delays in the money market,"
Journal of Banking & Finance, Elsevier, vol. 34(5), pages 934-945, May.
- Leonardo Bartolini & R. Spence Hilton & James J. McAndrews, 2008. "Settlement delays in the money market," Staff Reports 319, Federal Reserve Bank of New York.
- Kraenzlin, Sébastien & Nellen, Thomas, 2015.
"Access policy and money market segmentation,"
Journal of Monetary Economics, Elsevier, vol. 71(C), pages 1-12.
- Sébastien P. Kraenzlin & Thomas Nellen, 2012. "Access policy and money market segmentation," Working Papers 2012-12, Swiss National Bank.
- Semih Üslü, 2019.
"Pricing and Liquidity in Decentralized Asset Markets,"
Econometrica, Econometric Society, vol. 87(6), pages 2079-2140, November.
- Uslu, Semih, 2015. "Pricing and Liquidity in Decentralized Asset Markets," MPRA Paper 73901, University Library of Munich, Germany, revised 21 Sep 2016.
- Semih Uslu, 2016. "Pricing and Liquidity in Decentralized Asset Markets," 2016 Meeting Papers 128, Society for Economic Dynamics.
- Sokolov, Andrey & Webster, Rachel & Melatos, Andrew & Kieu, Tien, 2012. "Loan and nonloan flows in the Australian interbank network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(9), pages 2867-2882.
- Anna Kovner & David R. Skeie, 2013. "Evaluating the quality of fed funds lending estimates produced from Fedwire payments data," Staff Reports 629, Federal Reserve Bank of New York.
- Edoardo Rainone, 2021. "Identifying deposits' outflows in real-time," Temi di discussione (Economic working papers) 1319, Bank of Italy, Economic Research and International Relations Area.
- Fecht, Falko & Reitz, Stefan & Weber, Patrick, 2015. "On the role of market makers for money market liquidity and tensions," Kiel Working Papers 2013, Kiel Institute for the World Economy (IfW Kiel).
- Link, Thomas & Neyer, Ulrike, 2016. "Transaction Cost Heterogeneity in the Interbank Market and Monetary Policy Implementation under alternative Interest Corridor Systems," VfS Annual Conference 2016 (Augsburg): Demographic Change 145853, Verein für Socialpolitik / German Economic Association.
- Soeren Radde & Wei Cui, 2013. "Search-Based Endogenous Illiquidity, Business Cycles and Monetary Policy," 2013 Meeting Papers 1009, Society for Economic Dynamics.
- Gara Afonso & Hyun Song Shin, 2011.
"Precautionary Demand and Liquidity in Payment Systems,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(s2), pages 589-619, October.
- Gara Afonso & Hyun Song Shin, 2011. "Precautionary Demand and Liquidity in Payment Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43, pages 589-619, October.
- Gara M. dup Afonso & Hyun Song Shin, 2008. "Precautionary Demand and Liquidity in Payment Systems," Staff Reports 352, Federal Reserve Bank of New York.
- Cuba, Walter & Rodriguez-Martinez, Anahi & Chavez, Diego A. & Caccioli, Fabio & Martinez-Jaramillo, Serafin, 2021. "A network characterization of the interbank exposures in Peru," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(3).
- Kakhbod, Ali & Song, Fei, 2020. "Dynamic price discovery: Transparency vs. information design," Games and Economic Behavior, Elsevier, vol. 122(C), pages 203-232.
- Ennis, Huberto M. & Weinberg, John A., 2009.
"A model of stigma in the fed funds market,"
UC3M Working papers. Economics
we095937, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- John A. Weinberg & Huberto M. Ennis, 2009. "A Model of Stigma in the Fed Funds Market," 2009 Meeting Papers 956, Society for Economic Dynamics.
- Bluhm, Marcel, 2018. "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, vol. 36(C), pages 246-262.
- Klingler, Sven & Syrstad, Olav, 2021. "Life after LIBOR," Journal of Financial Economics, Elsevier, vol. 141(2), pages 783-801.
- Athanasios Geromichalos & Jiwon Lee & Seungduck Lee & Keita Oikawa, 2016.
"Over-the-counter trade and the value of assets as collateral,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(3), pages 443-475, August.
- Athanasios Geromichalos & Jiwon Lee & Seungduck Lee & Keita Oikawa, 2014. "Over-the-Counter Trade and the Value of Assets as Collateral," Working Papers 96, University of California, Davis, Department of Economics.
- Blasques, Francisco & Bräuning, Falk & Lelyveld, Iman van, 2018.
"A dynamic network model of the unsecured interbank lending market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 310-342.
- Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015. "A dynamic network model of the unsecured interbank lending market," BIS Working Papers 491, Bank for International Settlements.
- Francisco Blasques & Falk Bräuning & Iman Van Lelyveld, 2016. "A dynamic network model of the unsecured interbank lending market," Working Papers 16-3, Federal Reserve Bank of Boston.
- Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015. "A dynamic network model of the unsecured interbank lending market," DNB Working Papers 460, Netherlands Central Bank, Research Department.
- Andrey Sokolov & Rachel Webster & Andrew Melatos & Tien Kieu, 2012. "Loan and nonloan flows in the Australian interbank network," Papers 1202.3182, arXiv.org.
- Falko Fecht & Stefan Reitz, 2018.
"Dealer behaviour in the Euro money market during times of crisis,"
Applied Economics, Taylor & Francis Journals, vol. 50(48), pages 5204-5219, October.
- Fecht, Falko & Reitz, Stefan, 2018. "Dealer behaviour in the Euro money market during times of crisis," Open Access Publications from Kiel Institute for the World Economy 184750, Kiel Institute for the World Economy (IfW Kiel).
- Dumas, Bernard & Buss, Adrian, 2015. "Trading Fees and Slow-Moving Capital," CEPR Discussion Papers 10737, C.E.P.R. Discussion Papers.
- Saki Bigio & Yuliy Sannikov, 2019. "A Model of Intermediation, Money, Interest, and Prices," Working Papers 150, Peruvian Economic Association.
- Falk Bräuning & Falko Fecht, 2017.
"Relationship Lending in the Interbank Market and the Price of Liquidity,"
Review of Finance, European Finance Association, vol. 21(1), pages 33-75.
- Bräuning, Falk & Fecht, Falko, 2012. "Relationship lending in the interbank market and the price of liquidity," Discussion Papers 22/2012, Deutsche Bundesbank.
- Falk Bräuning & Falko Fecht, 2016. "Relationship lending in the interbank market and the price of liquidity," Working Papers 16-7, Federal Reserve Bank of Boston.
- Edoardo Rainone & Francesco Vacirca, 2020.
"Estimating the money market microstructure with negative and zero interest rates,"
Quantitative Finance, Taylor & Francis Journals, vol. 20(2), pages 207-234, February.
- Edoardo Rainone & Francesco Vacirca, 2016. "Estimating the money market microstructure with negative and zero interest rates," Temi di discussione (Economic working papers) 1059, Bank of Italy, Economic Research and International Relations Area.
- Kahn, Charles M. & Roberds, William, 2009. "Why pay? An introduction to payments economics," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 1-23, January.
- Corradin, Stefano & Eisenschmidt, Jens & Hoerova, Marie & Linzert, Tobias & Schepens, Glenn & Sigaux, Jean-David, 2020. "Money markets, central bank balance sheet and regulation," Working Paper Series 2483, European Central Bank.
- Gârleanu, Nicolae, 2009. "Portfolio choice and pricing in illiquid markets," Journal of Economic Theory, Elsevier, vol. 144(2), pages 532-564, March.
- Juan Passadore, 2015. "Illiquidity in Sovereign Debt Markets," 2015 Meeting Papers 191, Society for Economic Dynamics.
- Jonathan Chiu & Jens Eisenschmidt & Cyril Monnet, 2020.
"Relationships in the Interbank Market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 170-191, January.
- Jonathan Chiu & Cyril Monnet, 2016. "Relationships in the Interbank Market," Staff Working Papers 16-33, Bank of Canada.
- Chiu, Jonathan & Monnet, Cyril, 2016. "Relationships in the interbank market," Working Paper Series 5210, Victoria University of Wellington, School of Economics and Finance.
- Pala, Melissa, 2024. "COVID-19 and the fragmentation of the European interbank market," Discussion Papers 07/2024, Deutsche Bundesbank.
- Matthew Pritsker, 2012. "Knightian uncertainty and interbank lending," Supervisory Research and Analysis Working Papers RPA 12-4, Federal Reserve Bank of Boston.
- Banegas, Ayelen & Tase, Manjola, 2020. "Reserve balances, the federal funds market and arbitrage in the new regulatory framework," Journal of Banking & Finance, Elsevier, vol. 118(C).
- Bech, Morten L. & Bergstrom, Carl T. & Rosvall, Martin & Garratt, Rodney J., 2015. "Mapping change in the overnight money market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 44-51.
- Alexandru GRIBINCEA & Georgeta GHERGHINA, 2013. "Necessity To Diminish The Giant Banks," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 3, pages 71-75.
- Nicholas Garvin, 2018. "Identifying Repo Market Microstructure from Securities Transactions Data," RBA Research Discussion Papers rdp2018-09, Reserve Bank of Australia.
- Herrenbrueck, Lucas, 2019. "Frictional asset markets and the liquidity channel of monetary policy," Journal of Economic Theory, Elsevier, vol. 181(C), pages 82-120.
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