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Citations for "Interbank Contagion in the Dutch Banking Sector"

by Lelyveld, Iman van & Liedorp, Franka

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  1. Elisabeth Ledrut, 2007. "Simulating retaliation in payment systems: Can banks control their exposure to a failing participant?," DNB Working Papers, Netherlands Central Bank, Research Department 133, Netherlands Central Bank, Research Department.
  2. Kares, Alexei & Schoors , Koen & Lanine, Gleb, 2008. "Liquidity matters: Evidence from the Russian interbank market," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 19/2008, Bank of Finland, Institute for Economies in Transition.
  3. Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2012. "Financial integration, specialization and systemic risk," Working Paper Series, European Central Bank 1425, European Central Bank.
  4. Martin Brown & Stefan Trautmann & Razvan Vlahu, 2012. "Contagious Bank Runs: Experimental Evidence," DNB Working Papers, Netherlands Central Bank, Research Department 363, Netherlands Central Bank, Research Department.
  5. Mark Mink, 2010. "Do Financial Markets Expect Bank Defaults to be Contagious?," DNB Working Papers, Netherlands Central Bank, Research Department 274, Netherlands Central Bank, Research Department.
  6. Prasanna Gai & Sujit Kapadia & Bank of England, 2011. "A Network Model of Super-Systemic Crises," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, in: Rodrigo Alfaro (ed.), Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 13, pages 411-432 Central Bank of Chile.
  7. Castrén, Olli & Rancan, Michela, 2013. "Macro-networks: an application to the euro area financial accounts," Working Paper Series, European Central Bank 1510, European Central Bank.
  8. Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2005. "Banking system stability: a cross-Atlantic perspective," Working Paper Series, European Central Bank 0527, European Central Bank.
  9. Christoph Memmel & Angelika Sachs & Ingrid Stein, 2012. "Contagion in the Interbank Market with Stochastic Loss Given Default," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 177-206, September.
  10. Webber, Lewis & Willison, Matthew, 2011. "Systemic capital requirements," Bank of England working papers 436, Bank of England.
  11. Elahi, M.A., 2011. "Essays on financial fragility," Open Access publications from Tilburg University urn:nbn:nl:ui:12-4578460, Tilburg University.
  12. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Using Market Information for Banking System Risk Assessment," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
  13. Marc Pr�pper & Iman van Lelyveld & Ronald Heijmans, 2008. "Towards a Network Description of Interbank Payment Flows," DNB Working Papers, Netherlands Central Bank, Research Department 177, Netherlands Central Bank, Research Department.
  14. Arribas, Iván & Pérez, Francisco & Tortosa-Ausina, Emili, 2011. "A network perspective on international banking integration," Journal of Policy Modeling, Elsevier, Elsevier, vol. 33(6), pages 831-851.
  15. K. Minderhoud, 2006. "Systemic Risk in the Dutch Financial Sector," De Economist, Springer, Springer, vol. 154(2), pages 177-195, June.
  16. G. Wims & D. Martens & M. De Backer, 2011. "Network Models of Financial Contagion: A Definition and Literature Review," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 11/730, Ghent University, Faculty of Economics and Business Administration.
  17. Paolo Emilio Mistrulli, 2007. "Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 641, Bank of Italy, Economic Research and International Relations Area.
  18. Michael Koetter & Tigran Poghosyan & Thomas Kick, 2010. "Recovery Determinants of Distressed Banks," IMF Working Papers 10/27, International Monetary Fund.
  19. Memmel, Christoph & Sachs, Angelika & Stein, Ingrid, 2011. "Contagion at the interbank market with stochastic LGD," Discussion Paper Series 2: Banking and Financial Studies 2011,06, Deutsche Bundesbank, Research Centre.
  20. Christian Upper, 2007. "Using counterfactual simulations to assess the danger of contagion in interbank markets," BIS Working Papers 234, Bank for International Settlements.