Interbank lending and distress: Observables, unobservables, and network structure
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- Ben R. Craig & Michael Koetter & Ulrich Kruger, 2014. "Interbank Lending and Distress: Observables, Unobservables, and Network Structure," Working Papers (Old Series) 1418, Federal Reserve Bank of Cleveland.
References listed on IDEAS
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Citations
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Cited by:
- Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian, 2016.
"The credit quality channel: Modeling contagion in the interbank market,"
Journal of Financial Stability, Elsevier, vol. 25(C), pages 83-97.
- Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian, 2015. "The credit quality channel: Modeling contagion in the interbank market," Discussion Papers 38/2015, Deutsche Bundesbank.
- Paul Glasserman & H. Peyton Young, 2015. "Contagion in Financial Markets," Working Papers 15-21, Office of Financial Research, US Department of the Treasury.
- Ding, Dong & Sickles, Robin C., 2018. "Capital Regulation, Efficiency, and Risk Taking: A Spatial Panel Analysis of U.S. Banks," Working Papers 18-004, Rice University, Department of Economics.
More about this item
Keywords
Spatial Autoregression; interbank connections; bank risk;JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2014-12-03 (Banking)
- NEP-NET-2014-12-03 (Network Economics)
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