Too-connected versus too-big-to-fail: banks’ network centrality and overnight interest rates
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More about this item
KeywordsNetwork centrality; Interbank market; Financial crisis; Money market integration; Macro-prudential analysis.;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-06 (All new papers)
- NEP-BAN-2012-10-06 (Banking)
- NEP-CBA-2012-10-06 (Central Banking)
- NEP-EEC-2012-10-06 (European Economics)
- NEP-NET-2012-10-06 (Network Economics)
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