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Bank Liquidity, Interbank Markets and Monetary Policy

Citations

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Cited by:

  1. Carlo Altavilla & Marco Pagano & Saverio Simonelli, 2015. "Bank Exposures and Sovereign Stress Transmission," CSEF Working Papers 410, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 13 Jul 2017.
  2. Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2009. "Liquidity hoarding and interbank market spreads: the role of counterparty risk," Working Paper Series 1126, European Central Bank.
  3. Angelo Baglioni & Andrea Monticini, 2013. "Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis," Journal of Financial Services Research, Springer;Western Finance Association, pages 175-186.
  4. Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José-Luis, 2014. "Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis," Discussion Papers 45/2014, Deutsche Bundesbank.
  5. Morrison, Alan D. & White, Lucy, 2010. "Reputational contagion and optimal regulatory forbearance," Working Paper Series 1196, European Central Bank.
  6. Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2015. "Liquidity hoarding and interbank market rates: The role of counterparty risk," Journal of Financial Economics, Elsevier, vol. 118(2), pages 336-354.
  7. Xavier Freixas & Antoine Martin & David Skeie, 2011. "Bank Liquidity, Interbank Markets, and Monetary Policy," Review of Financial Studies, Society for Financial Studies, pages 2656-2692.
  8. Cañón, Carlos & Margaretic, Paula, 2014. "Correlated bank runs, interbank markets and reserve requirements," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 515-533.
  9. Martin, Christopher & Milas, Costas, 2013. "Financial crises and monetary policy: Evidence from the UK," Journal of Financial Stability, Elsevier, pages 654-661.
  10. Itai Agur, 2011. "Bank Risk within and across Equilibria," DNB Working Papers 305, Netherlands Central Bank, Research Department.
  11. repec:eee:jfinec:v:125:y:2017:i:3:p:511-536 is not listed on IDEAS
  12. Muhammad Omer & Jakob De Haan & Bert Scholtens, 2015. "An empirical analysis of excess interbank liquidity: a case study of Pakistan," Applied Economics, Taylor & Francis Journals, vol. 47(44), pages 4754-4776, March.
  13. A. Bernales & M. di Filippo, 2016. "The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending," Working papers 598, Banque de France.
  14. Lucchetta, Marcella, 2015. "Does the bank risk concentration freeze the interbank system?," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 149-166.
  15. Marie Hoerova & Harald Uhlig & Fiorella De Fiore, 2017. "The Macroeconomic Impact of Money Market Freezes," 2017 Meeting Papers 1092, Society for Economic Dynamics.
  16. Xavier Freixas, 2009. "Monetary policy in a systemic crisis," Oxford Review of Economic Policy, Oxford University Press, vol. 25(4), pages 630-653, Winter.
  17. Raddatz, Claudio, 2010. "When the rivers run dry : liquidity and the use of wholesale funds in the transmission of the U.S. subprime crisis," Policy Research Working Paper Series 5203, The World Bank.
  18. DellʼAriccia, Giovanni & Laeven, Luc & Marquez, Robert, 2014. "Real interest rates, leverage, and bank risk-taking," Journal of Economic Theory, Elsevier, vol. 149(C), pages 65-99.
  19. Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2015. "Does Lack of Financial Stability Impair the Transmission of Monetary Policy?," HIT-REFINED Working Paper Series 24, Institute of Economic Research, Hitotsubashi University.
  20. Camilo González Sabogal, 2014. "Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 17-35.
  21. Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 816, Banco de la Republica de Colombia.
  22. Douglas W. Diamond & Raghuram G. Rajan, 2012. "Illiquid Banks, Financial Stability, and Interest Rate Policy," Journal of Political Economy, University of Chicago Press, vol. 120(3), pages 552-591.
  23. Lagoarde-Segot, Thomas & Leoni, Patrick L., 2013. "Pandemics of the poor and banking stability," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4574-4583.
  24. Kowalik, Michal, 2014. "To sell or to borrow: a theory of bank liquidity management," Research Working Paper RWP 14-18, Federal Reserve Bank of Kansas City.
  25. Hollmayr, Josef & Matthes, Christian, 2015. "Tales of transition paths: Policy uncertainty and random walks," Discussion Papers 14/2015, Deutsche Bundesbank.
  26. Xavier Freixas, 2009. "Monetary policy in a systemic crisis," Oxford Review of Economic Policy, Oxford University Press, pages 630-653.
  27. Douglas W. Diamond & Raghuram G. Rajan, 2009. "Illiquidity and Interest Rate Policy," NBER Working Papers 15197, National Bureau of Economic Research, Inc.
  28. Carlos León & Miguel Sarmiento, 2016. "Liquidity and Counterparty Risks Tradeoff in Money Market Networks," Borradores de Economia 936, Banco de la Republica de Colombia.
  29. Frank Schmielewski, 2012. "Leveraging and risk taking within the German banking system: Evidence of the financial crisis in 2007 and 2008," Working Paper Series in Economics 229, University of Lüneburg, Institute of Economics.
  30. Matteo Smerlak & Brady Stoll & Agam Gupta & James S. Magdanz, 2014. "Mapping systemic risk: critical degree and failures distribution in financial networks," Papers 1402.4783, arXiv.org, revised Mar 2014.
  31. Fedorova, E. & Mukhin, A. & Dovzhenko, S., 2016. "Modeling Rules of Monetary Policy of the Central Bank of the Russian Federation with the Financial Stress Index," Journal of the New Economic Association, New Economic Association, vol. 29(1), pages 84-105.
  32. Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis, 2017. "Monetary policy and bank profitability in a low interest rate environment," Working Paper Series 2105, European Central Bank.
  33. Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2016. "The Euro Interbank Repo Market," Review of Financial Studies, Society for Financial Studies, pages 1747-1779.
  34. Acharya, Viral V. & Skeie, David, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Journal of Monetary Economics, Elsevier, pages 436-447.
  35. repec:bla:jfinan:v:72:y:2017:i:2:p:613-654 is not listed on IDEAS
  36. Muhammed Omar & Jakob de Hann & Bert Scholtens, 2015. "Impact of Interbank Liquidity on Monetary Transmission Mechanism: A Case Study of Pakistan," Working Papers id:6915, eSocialSciences.
  37. José-Luis Peydró & Andrea Polo & Enrico Sette, 2017. "Monetary policy at work: Security and credit application registers evidence," Working Papers 964, Barcelona Graduate School of Economics.
  38. Heider, Florian & Hoerova, Marie, 2009. "Interbank lending, credit risk premia and collateral," Working Paper Series 1107, European Central Bank.
  39. Morais, Bernardo & Peydro, Jose Luis & Ruiz, Claudia, 2015. "The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach-for-Yield, and Real Effects," International Finance Discussion Papers 1137, Board of Governors of the Federal Reserve System (U.S.).
  40. Martin, Christopher & Milas, Costas, 2013. "Financial crises and monetary policy: Evidence from the UK," Journal of Financial Stability, Elsevier, pages 654-661.
  41. Muhammad Omer & Jakob de Haan & Bert Scholtens, 2014. "Impact of Interbank Liquidity on Monetary Transmission Mechanism: A Case Study of Pakistan," SBP Working Paper Series 70, State Bank of Pakistan, Research Department.
  42. Choudhary, Ali & Hanif, Nadim & Iqbal, Javed, 2013. "On smoothing macroeconomic time series using HP and modified HP filter," MPRA Paper 45630, University Library of Munich, Germany.
  43. Allen, Franklin & Carletti, Elena & Gale, Douglas, 2014. "Money, financial stability and efficiency," Journal of Economic Theory, Elsevier, vol. 149(C), pages 100-127.
  44. Eder, Armin & Fecht, Falko & Pausch, Thilo, 2014. "Banks, markets, and financial stability," Discussion Papers 31/2014, Deutsche Bundesbank.
  45. Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer, 2016. "The Euro Interbank Repo Market," Review of Financial Studies, Society for Financial Studies, pages 1747-1779.
  46. van Praag, Bernard M. S., 2015. "A New View on Panel Econometrics: Is Probit Feasible After All?," IZA Discussion Papers 9345, Institute for the Study of Labor (IZA).
  47. Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2009. "Liquidity hoarding and interbank market spreads: the role of counterparty risk," Working Paper Series 1126, European Central Bank.
  48. Xavier Freixas, 2010. "Post-crisis challenges to bank regulation," Economic Policy, CEPR;CES;MSH, vol. 25, pages 375-399, April.
  49. Jin Cao & Gerhard Illing, 2015. "Money in the Equilibrium of Banking," ISER Discussion Paper 0951, Institute of Social and Economic Research, Osaka University.
  50. Falk Bräuning & Victoria Ivashina, 2017. "Monetary Policy and Global Banking," NBER Working Papers 23316, National Bureau of Economic Research, Inc.
  51. Morrison, Alan D. & White, Lucy, 2013. "Reputational contagion and optimal regulatory forbearance," Journal of Financial Economics, Elsevier, vol. 110(3), pages 642-658.
  52. Ranaldo, Angelo & Rupprecht, Matthias & Wrampelmeyer, Jan, 2016. "Fragility of Money Markets," Working Papers on Finance 1601, University of St. Gallen, School of Finance, revised Apr 2016.
  53. Puriya Abbassi & Falk Bräuning & Falko Fecht & José-Luis Peydró, 2017. "International financial integration, crises and monetary policy: evidence from the Euro area interbank crises," Economics Working Papers 1566, Department of Economics and Business, Universitat Pompeu Fabra.
  54. Giovanni Ferri & Angelo Leogrande, 2015. "Was the Crisis Due to a Shift from Stakeholder to Shareholder Finance? Surveying the Debate," Euricse Working Papers 1576, Euricse (European Research Institute on Cooperative and Social Enterprises).
  55. Matthias Buerger & Uwe Cantner, 2011. "The regional dimension of sectoral innovativeness: An empirical investigation of two specialized suppliers and two science‐based industries," Papers in Regional Science, Wiley Blackwell, pages 373-393.
  56. Martin, Antoine & Skeie, David & von Thadden, Ernst-Ludwig, 2014. "The fragility of short-term secured funding markets," Journal of Economic Theory, Elsevier, vol. 149(C), pages 15-42.
  57. Dell'Ariccia, Giovanni & Laeven, Luc & Marquez, Robert, 2010. "Monetary Policy, Leverage, and Bank Risk-Taking," Working Papers 11-05, University of Pennsylvania, Wharton School, Weiss Center.
  58. Kick, Thomas & Koetter, Michael & Storz, Manuela, 2016. "Cross-border transmission of emergency liquidity," Discussion Papers 34/2016, Deutsche Bundesbank.
  59. Martina Cecioni & Giuseppe Ferrero & Alessandro Secchi, 2011. "Unconventional Monetary Policy in Theory and in Practice," Questioni di Economia e Finanza (Occasional Papers) 102, Bank of Italy, Economic Research and International Relations Area.
  60. Thomas J. Carter, 2017. "Optimal Interbank Regulation," Staff Working Papers 17-48, Bank of Canada.
  61. José-Luis Peydró & Andrea Polo & Sette Enrico, 2017. "Monetary policy at work: Security and credit application registers evidence," Economics Working Papers 1565, Department of Economics and Business, Universitat Pompeu Fabra.
  62. Huberto Ennis & John Weinberg, 2013. "Over-the-counter loans, adverse selection, and stigma in the interbank market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 601-616, October.
  63. Alexandru Monahov, 2015. "The Effects of Prudential Supervision on Bank Resiliency and Profits in a Multi-Agent Setting," GREDEG Working Papers 2015-24, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  64. Giovanni Dell'Ariccia & Luc Laeven & Gustavo A. Suarez, 2017. "Bank Leverage and Monetary Policy's Risk-Taking Channel: Evidence from the United States," Journal of Finance, American Finance Association, vol. 72(2), pages 613-654, April.
  65. Kahn, Charles M. & Wagner, Wolf, 2017. "Sources of Liquidity and Liquidity Shortages," CEPR Discussion Papers 12116, C.E.P.R. Discussion Papers.
  66. Maddaloni, Giuseppe, 2015. "Liquidity risk and policy options," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 514-527.
  67. Florian Heider & Marie Hoerova, 2009. "Interbank Lending, Credit-Risk Premia, and Collateral," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 5-43, December.
  68. Daniel Garcia-Macia & Alonso Villacorta, 2016. "Macroprudential policy with liquidity panics," ESRB Working Paper Series 24, European Systemic Risk Board.
  69. Willmott, Bryony, 2014. "Excess reserves, interbank markets and domestic money market intervention," MPRA Paper 57046, University Library of Munich, Germany.
  70. Agur, Itai, 2014. "Bank risk within and across equilibria," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 322-333.
  71. Imbierowicz, Björn & Rauch, Christian, 2014. "The relationship between liquidity risk and credit risk in banks," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 242-256.
  72. Angelo Baglioni, 2012. "Liquidity Crunch in the Interbank Market: Is it Credit or Liquidity Risk, or Both?," Journal of Financial Services Research, Springer;Western Finance Association, pages 1-18.
  73. Fecht, Falko & Eder, Armin & Pausch, Thilo, 2013. "Banks, Markets, and Financial Stability," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79712, Verein für Socialpolitik / German Economic Association.
  74. Yin-Wong Cheung & Menzie D. Chinn & Antonio Garcia Pascual & Yi Zhang, 2017. "Exchange Rate Prediction Redux: New Models, New Data, New Currencies," NBER Working Papers 23267, National Bureau of Economic Research, Inc.
  75. Ana Sofia Saldanha & Carla Soares, 2015. "The Portuguese money market throughout the crisis: What was the impact of ECB liquidity provision?," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  76. Massimiliano Affinito, 2013. "Central bank refinancing, interbank markets, and the hypothesis of liquidity hoarding: evidence from a euro-area banking system," Temi di discussione (Economic working papers) 928, Bank of Italy, Economic Research and International Relations Area.
  77. Boissel, Charles & Derrien, François & Ors, Evren & Thesmar, David, 2017. "Systemic risk in clearing houses: Evidence from the European repo market," Journal of Financial Economics, Elsevier, vol. 125(3), pages 511-536.
  78. Morais,Bernardo & Peydró,José-Luis & Ruiz Ortega,Claudia, 2015. "The international bank lending channel of monetary policy rates and quantitative easing : credit supply, reach-for-yield, and real effects," Policy Research Working Paper Series 7216, The World Bank.
  79. Itai Agur & Maria Demertzis, 2015. "Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?," IMF Working Papers 15/283, International Monetary Fund.
  80. repec:eee:glofin:v:34:y:2017:i:c:p:16-31 is not listed on IDEAS
  81. Antoine Martin & James J. McAndrews & David R. Skeie, 2011. "A note on bank lending in times of large bank reserves," Staff Reports 497, Federal Reserve Bank of New York.
  82. Cui, Jin & In, Francis & Maharaj, Elizabeth Ann, 2016. "What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 358-375.
  83. John A. Weinberg & Huberto M. Ennis, 2009. "A Model of Stigma in the Fed Funds Market," 2009 Meeting Papers 956, Society for Economic Dynamics.
  84. Kick, Thomas & Koetter, Michael & Storz, Manuela, 2017. "Cross-border transmission of emergency liquidity," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168112, Verein für Socialpolitik / German Economic Association.
  85. Angelo Baglioni, 2012. "Liquidity Crunch in the Interbank Market: Is it Credit or Liquidity Risk, or Both?," Journal of Financial Services Research, Springer;Western Finance Association, pages 1-18.
  86. Affinito, Massimiliano, 2013. "Central bank refinancing, interbank markets and the hypothesis of liquidity hoarding: evidence from a euro-area banking system," Working Paper Series 1607, European Central Bank.
  87. Morais Bernardo & Peydró José-Luis & Roldán-Peña Jessica & Ruiz Claudia, 2017. "The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach-for-Yield, and Real Effects," Working Papers 2017-15, Banco de México.
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