Monetary policy implementation in an interbank network: Effects on systemic risk
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- Hüser, Anne-Caroline, 2015. "Too interconnected to fail: A survey of the interbank networks literature," SAFE Working Paper Series 91, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Bluhm, Marcel, 2015. "Interbank funding as insurance mechanism for (persistent) liquidity shocks," SAFE Working Paper Series 117, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
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More about this item
Keywordsnetwork formation; contagion; central banks' interventions;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G01 - Financial Economics - - General - - - Financial Crises
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-04-11 (All new papers)
- NEP-BAN-2014-04-11 (Banking)
- NEP-CBA-2014-04-11 (Central Banking)
- NEP-GER-2014-04-11 (German Papers)
- NEP-MON-2014-04-11 (Monetary Economics)
- NEP-NET-2014-04-11 (Network Economics)
- NEP-RMG-2014-04-11 (Risk Management)
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