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Erratum [Are Banks Risk Averse? Intraday Timing of Operations in the Interbank Market]
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Cited by:
- Beaupain, Renaud & Durré, Alain, 2016.
"Excess liquidity and the money market in the euro area,"
Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
- Renaud Beaupain & Alain Durré, 2016. "Excess liquidity and the money market in the euro area," Post-Print hal-01562984, HAL.
- Martin, Antoine & McAndrews, James, 2010.
"A study of competing designs for a liquidity-saving mechanism,"
Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1818-1826, August.
- Antoine Martin & James J. McAndrews, 2008. "A study of competing designs for a liquidity-saving mechanism," Staff Reports 336, Federal Reserve Bank of New York.
- Baglioni, Angelo & Monticini, Andrea, 2010.
"The intraday interest rate under a liquidity crisis: The case of August 2007,"
Economics Letters, Elsevier, vol. 107(2), pages 198-200, May.
- Angelo Baglioni & Andrea Monticini, 2008. "The intraday interest rate under a liquidity crisis: the case of August 2007," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0083, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- ANTOINE MARTIN & JAMES McANDREWS, 2010.
"Should There Be Intraday Money Markets?,"
Contemporary Economic Policy, Western Economic Association International, vol. 28(1), pages 110-122, January.
- Antoine Martin & James J. McAndrews, 2008. "Should there be intraday money markets?," Staff Reports 337, Federal Reserve Bank of New York.
- 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.
- Dufour, Alfonso & Marra, Miriam & Sangiorgi, Ivan, 2019. "Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos," Journal of Banking & Finance, Elsevier, vol. 107(C), pages 1-1.
- Duran, Miguel A., 2022.
"The risk–return relation in the corporate loan market,"
The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Miguel A. Duran, 2024. "The Risk-Return Relation in the Corporate Loan Market," Papers 2401.12315, arXiv.org.
- repec:ctc:serie1:def10 is not listed on IDEAS
- Martin, Antoine & McAndrews, James, 2008.
"Liquidity-saving mechanisms,"
Journal of Monetary Economics, Elsevier, vol. 55(3), pages 554-567, April.
- Jamie McAndrews & Antoine Martin, 2007. "Liquidity saving mechanisms," 2007 Meeting Papers 165, Society for Economic Dynamics.
- Antoine Martin & James J. McAndrews, 2007. "Liquidity-saving mechanisms," Staff Reports 282, Federal Reserve Bank of New York.
- Christian Pfister, 2018. "(Real-)Time Is Money," Working papers 675, Banque de France.
- Beaupain, Renaud & Durré, Alain, 2013.
"Central bank reserves and interbank market liquidity in the euro area,"
Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
- Durré, Alain & Beaupain, Renaud, 2012. "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series 1500, European Central Bank.
- Lundtofte, Frederik, 2015. "Banks’ pooling of corporate debt: An application of the restated diversification theorem," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 249-263.
- Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel, 2017.
"Network centrality and funding rates in the e-MID interbank market,"
Journal of Financial Stability, Elsevier, vol. 33(C), pages 346-365.
- Temizsoy, A. & Iori, G. & Montes-Rojas, G., 2016. "Network Centrality and Funding Rates in the e-MID Interbank Market," Working Papers 16/08, Department of Economics, City University London.
- Vahidin Jeleskovic & Anastasios Demertzidis, 2018. "Comparing different methods for the estimation of interbank intraday yield curves," MAGKS Papers on Economics 201839, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Monticini, Andrea & Ravazzolo, Francesco, 2014.
"Forecasting the intraday market price of money,"
Journal of Empirical Finance, Elsevier, vol. 29(C), pages 304-315.
- Andrea Monticini & Francesco Ravazzolo, 2011. "Forecasting the intraday market price of money," Working Paper 2011/06, Norges Bank.
- Andrea Monticini & Francesco Ravazzolo, 2014. "Forecasting the intraday market price of money," DISCE - Working Papers del Dipartimento di Economia e Finanza def010, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- De Caux, Robert & Brede, Markus & McGroarty, Frank, 2016. "Payment prioritisation and liquidity risk in collateralised interbank payment systems," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 139-150.
- Angelo Baglioni & Andrea Monticini, 2008.
"The Intraday Price of Money: Evidence from the e-MID Interbank Market,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1533-1540, October.
- Angelo Baglioni & Andrea Monticini, 2008. "The Intraday Price of Money: Evidence from the e‐MID Interbank Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1533-1540, October.
- Tharwah Shaalan, 2018. "Classification of Lending Risks and Interpretation of Operational Efficiency in Islamic Banks Registered on the Bahrain Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 8(6), pages 151-156.
- Jurgilas, Marius & Žikeš, Filip, 2014. "Implicit intraday interest rate in the UK unsecured overnight money market," Journal of Financial Intermediation, Elsevier, vol. 23(2), pages 232-254.
- Ritz, Robert A. & Walther, Ansgar, 2015.
"How do banks respond to increased funding uncertainty?,"
Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 386-410.
- Robert A. Ritz, 2010. "How do banks respond to increased funding uncertainty?," Economics Series Working Papers 481, University of Oxford, Department of Economics.
- Robert A. Ritz & Ansgar Walther, 2014. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1414, Faculty of Economics, University of Cambridge.
- Ritz, R. A., 2012. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1213, Faculty of Economics, University of Cambridge.
- Martin, Antoine, 2004.
"Optimal pricing of intraday liquidity,"
Journal of Monetary Economics, Elsevier, vol. 51(2), pages 401-424, March.
- Antoine Martin, 2002. "Optimal pricing of intra-day liquidity," Research Working Paper RWP 02-02, Federal Reserve Bank of Kansas City.
- Anna Grodecka‐Messi, 2019.
"Subprime borrowers, securitization and the transmission of business cycles,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(4), pages 1600-1654, November.
- Anna Grodecka-Messi, 2019. "Subprime borrowers, securitization and the transmission of business cycles," Canadian Journal of Economics, Canadian Economics Association, vol. 52(4), pages 1600-1654, November.
- Grodecka, Anna, 2013. "Subprime borrowers, securitization and the transmission of business cycles," Bonn Econ Discussion Papers 07/2013, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Grodecka, Anna, 2014. "Subprime borrowers, securitization and the transmission of business cycles," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100456, Verein für Socialpolitik / German Economic Association.
- Grodecka, Anna, 2016. "Subprime Borrowers, Securitization and the Transmission of Business Cycles," Working Paper Series 317, Sveriges Riksbank (Central Bank of Sweden).
- Bech, Morten L. & Garratt, Rod, 2003.
"The intraday liquidity management game,"
Journal of Economic Theory, Elsevier, vol. 109(2), pages 198-219, April.
- Bech, Morten L. & Garratt, Rod, 2001. "The Intraday Liquidity Management Game," University of California at Santa Barbara, Economics Working Paper Series qt0m6035wg, Department of Economics, UC Santa Barbara.
- Abbassi, Puriya & Fecht, Falko & Tischer, Johannes, 2015. "The intraday interest rate: What's that?," Discussion Papers 24/2015, Deutsche Bundesbank.
- S√Âbastien Kraenzlin & Thomas Nellen, 2010.
"Daytime Is Money,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1689-1702, December.
- Sébastien Kraenzlin & Thomas Nellen, 2010. "Daytime Is Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1689-1702, December.
- Sébastien P. Kraenzlin & Thomas Nellen, 2010. "Daytime is money," Working Papers 2010-06, Swiss National Bank.
- Anastasios Demertzidis & Vahidin Jeleskovic, 2021. "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID," JRFM, MDPI, vol. 14(5), pages 1-23, May.
- Beaupain, Renaud & Durré, Alain, 2013.
"Central bank reserves and interbank market liquidity in the euro area,"
Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
- R. Beaupain & A. Durre, 2013. "Central bank reserves and interbank market liquidity in the euro area," Post-Print hal-00840147, HAL.
- Palombini, Edgardo, 2003. "Volatility and liquidity in the Italian money market," MPRA Paper 42699, University Library of Munich, Germany.
- 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.
- Nishiyama, Yasuo, 2011. "The term structure of CD rates and monetary policy transmission," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 82-94, January.
- Anastasios Demertzidis, 2019. "Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-," MAGKS Papers on Economics 201932, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Maddaloni, Giuseppe, 2015. "Liquidity risk and policy options," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 514-527.