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Citations for "Interbank tiering and money center banks"

by Ben Craig & Goetz von Peter

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  1. Aldasoro, Iñaki & Delli Gatti, Domenico & Faia, Ester, 2015. "Bank networks: Contagion, systemic risk and prudential policy," SAFE Working Paper Series 87, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  2. Peltonen, Tuomas A. & Rancan, Michela & Sarlin, Peter, 2015. "Interconnectedness of the banking sector as a vulnerability to crises," Working Paper Series 1866, European Central Bank.
  3. Léon, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-057, Tilburg University, Center for Economic Research.
  4. Christoph Aymanns and Co-Pierre Georg, 2014. "Contagious Synchronization and Endogenous Network Formation in Financial Networks," Working Papers 450, Economic Research Southern Africa.
  5. He, Jianmin & Sui, Xin & Li, Shouwei, 2016. "An endogenous model of the credit network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 1-14.
  6. Iori, Giulia & Mantegna, Rosario N. & Marotta, Luca & Miccichè, Salvatore & Porter, James & Tumminello, Michele, 2015. "Networked relationships in the e-MID interbank market: A trading model with memory," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 98-116.
  7. Pawe{\l} Smaga & Mateusz Wili\'nski & Piotr Ochnicki & Piotr Arendarski & Tomasz Gubiec, 2016. "Can banks default overnight? Modeling endogenous contagion on O/N interbank market," Papers 1603.05142, arXiv.org.
  8. Krause, Andreas & Giansante, Simone, 2012. "Interbank lending and the spread of bank failures: A network model of systemic risk," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 583-608.
  9. Castrén, Olli & Rancan, Michela, 2014. "Macro-Networks: An application to euro area financial accounts," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 43-58.
  10. Kanno, Masayasu, 2015. "Assessing systemic risk using interbank exposures in the global banking system," Journal of Financial Stability, Elsevier, vol. 20(C), pages 105-130.
  11. Nicolas Arregui & Mohamed Norat & Antonio Pancorbo & Jodi G. Scarlata & Eija Holttinen & Fabiana Melo & Jay Surti & Christopher Wilson & Rodolfo Wehrhahn & Mamoru Yanase, 2013. "Addressing Interconnectedness; Concepts and Prudential Tools," IMF Working Papers 13/199, International Monetary Fund.
  12. Paltalidis, Nikos & Gounopoulos, Dimitrios & Kizys, Renatas & Koutelidakis, Yiannis, 2015. "Transmission channels of systemic risk and contagion in the European financial network," Journal of Banking & Finance, Elsevier, vol. 61(S1), pages S36-S52.
  13. Amariei, Cosmina & Valiante, Diego, 2014. "The OTC derivatives markets after financial reforms," ECMI Papers 9283, Centre for European Policy Studies.
  14. repec:bfr:rueban:4 is not listed on IDEAS
  15. Galina Hale & Christopher Candelaria & Julian Caballero & Sergey Borisov, 2013. "Bank Linkages and International Trade," Research Department Publications IDB-WP-445, Inter-American Development Bank, Research Department.
  16. Fariba Karimi & Matthias Raddant, 2013. "Cascades in real interbank markets," Papers 1310.1634, arXiv.org, revised Dec 2014.
  17. Gai, Prasanna & Haldane, Andrew & Kapadia, Sujit, 2011. "Complexity, concentration and contagion," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 453-470.
  18. Hale, Galina, 2012. "Bank relationships, business cycles, and financial crises," Journal of International Economics, Elsevier, vol. 88(2), pages 312-325.
  19. Lee, Seung Hwan, 2013. "Systemic liquidity shortages and interbank network structures," Journal of Financial Stability, Elsevier, vol. 9(1), pages 1-12.
  20. Kartik Anand & Ben Craig & Goetz von Peter, 2014. "Filling in the Blanks: Network Structure and Interbank Contagion," Staff Working Papers 14-26, Bank of Canada.
  21. Craig, Ben R. & Fecht, Falko & Tumer-Alkan, Gunseli, 2014. "The Role of Interbank Relationships and Liquidity Needs," Working Paper 1421, Federal Reserve Bank of Cleveland.
  22. Bech, Morten L. & Bergstrom, Carl T. & Rosvall, Martin & Garratt, Rodney J., 2015. "Mapping change in the overnight money market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 44-51.
  23. Kerl, Cornelia & Niepmann, Friederike, 2014. "What determines the composition of international bank flows?," Staff Reports 681, Federal Reserve Bank of New York.
  24. Aldasoro, Iñaki & Alves, Iván, 2015. "Multiplex interbank networks and systemic importance: An application to European data," SAFE Working Paper Series 102, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  25. Li, Dan & Schürhoff, Norman, 2014. "Dealer Networks," CEPR Discussion Papers 10237, C.E.P.R. Discussion Papers.
  26. Lux, Thomas, 2015. "Emergence of a core-periphery structure in a simple dynamic model of the interbank market," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages A11-A23.
  27. Finger, Karl & Lux, Thomas, 2014. "Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations," FinMaP-Working Papers 1, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  28. Vaclav Hausenblas & Ivana Kubicova & Jitka Lesanovska, 2012. "Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach," Working Papers 2012/14, Czech National Bank, Research Department.
  29. Nicolò Pecora & Alessandro Spelta, . "Discovering SIFIs in interbank communities," DISCE - Working Papers del Dipartimento di Economia e Finanza def037, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  30. Iñaki Aldasoro & Ignazio Angeloni, 2015. "Input-output-based measures of systemic importance," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 589-606, April.
  31. Paolo Barucca & Fabrizio Lillo, 2015. "The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market," Papers 1511.08068, arXiv.org.
  32. Carlos León & Jorge Cely & Carlos Cadena, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Borradores de Economia 881, Banco de la Republica de Colombia.
  33. Matthias Raddant, 2012. "Structure in the Italian Overnight Loan Market," Kiel Working Papers 1772, Kiel Institute for the World Economy.
  34. Thiago Christiano Silva & Marcos Soares da Silva & Benjamin Miranda Tabak, 2015. "Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach," Working Papers Series 401, Central Bank of Brazil, Research Department.
  35. Makoto Nirei & Julián Caballero & Vladyslav Sushko, 2015. "Bank capital shock propagation via syndicated interconnectedness," BIS Working Papers 484, Bank for International Settlements.
  36. Levy-Carciente, Sary & Kenett, Dror Y. & Avakian, Adam & Stanley, H. Eugene & Havlin, Shlomo, 2015. "Dynamical macroprudential stress testing using network theory," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 164-181.
  37. Hamed Amini & Andreea Minca, 2014. "Inhomogeneous Financial Networks and Contagious Links ," Working Papers hal-01081559, HAL.
  38. Paul Glasserman & Peyton Young, 2015. "Contagion in Financial Networks," Economics Series Working Papers 764, University of Oxford, Department of Economics.
  39. Caccioli, Fabio & Farmer, J. Doyne & Foti, Nick & Rockmore, Daniel, 2015. "Overlapping portfolios, contagion, and financial stability," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 50-63.
  40. Oliver Kley & Claudia Kl\"uppelberg & Lukas Reichel, 2014. "Systemic risk through contagion in a core-periphery structured banking network," Papers 1406.6575, arXiv.org.
  41. Gaël Hauton & Jean-Cyprien Héam, 2015. "Interconnectedness of Financial Conglomerates," Risks, MDPI, Open Access Journal, vol. 3(2), pages 139-163, May.
  42. Tarik Roukny, Co-Pierre Georg and Stefano Battiston, 2014. "A Network Analysis of the Evolution of the German Interbank Market," Working Papers 461, Economic Research Southern Africa.
  43. Ben R. Craig & Goetz von Peter, 2010. "Interbank tiering and money center banks," Working Paper 1014, Federal Reserve Bank of Cleveland.
  44. repec:tiu:tiucen:bd09917e-4277-418c-8d8e-5bd5b8439fd3 is not listed on IDEAS
  45. S. Gabrieli & C.-P. Georg, 2014. "A network view on interbank market freezes," Working papers 531, Banque de France.
  46. 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.
  47. Charles W Calomiris & Mark A Carlson, 2016. "Interbank networks in the national banking era: their purpose and their role in the panic of 1893," BIS Working Papers 535, Bank for International Settlements.
  48. Hugonnier, Julien & Lester, Benjamin & Weill, Pierre-Olivier, 2015. "Heterogeneity in decentralized asset markets," Working Papers 15-22, Federal Reserve Bank of Philadelphia.
  49. Siedlarek, Jan-Peter, 2015. "Intermediation in Networks," Working Paper 1518, Federal Reserve Bank of Cleveland.
  50. Dennis Kuo & David R. Skeie & James Vickery & Thomas Youle, 2013. "Identifying term interbank loans from Fedwire payments data," Staff Reports 603, Federal Reserve Bank of New York.
  51. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Bank of England working papers 516, Bank of England.
  52. Iman van Lelyveld & Daan in 't Veld, 2012. "Finding the core: Network structure in interbank markets," DNB Working Papers 348, Netherlands Central Bank, Research Department.
  53. Upper, Christian, 2011. "Simulation methods to assess the danger of contagion in interbank markets," Journal of Financial Stability, Elsevier, vol. 7(3), pages 111-125, August.
  54. Adrian Alter & Ben Craig & Peter Raupach, 2014. "Centrality-based Capital Allocations," IMF Working Papers 14/237, International Monetary Fund.
  55. repec:col:000094:012716 is not listed on IDEAS
  56. Lux, Thomas, 2014. "Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market," FinMaP-Working Papers 3, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  57. Yoshiharu Maeno & Kenji Nishiguchi & Satoshi Morinaga & Hirokazu Matsushima, 2014. "Impact of credit default swaps on financial contagion," Papers 1411.1356, arXiv.org.
  58. Nikola Tarashev & Mathias Drehmann, 2011. "Measuring the systemic importance of interconnected banks," BIS Working Papers 342, Bank for International Settlements.
  59. Leon Rincon, C.E. & Machado, C. & Sarmiento Paipilla, N.M., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Discussion Paper 2015-052, Tilburg University, Center for Economic Research.
  60. Marzena Rostek & Ji Hee Yoon, 2013. "Private Information in Markets: A Market Design Perspective," Working Papers 13-21, NET Institute.
  61. Pecora, Nicolò & Spelta, Alessandro, 2015. "Shareholding relationships in the Euro Area banking market: A network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 434(C), pages 1-12.
  62. Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015. "A dynamic network model of the unsecured interbank lending market," BIS Working Papers 491, Bank for International Settlements.
  63. Finger, Karl & Lux, Thomas, 2014. "Friendship between banks: An application of an actor-oriented model of network formation on interbank credit relations," Kiel Working Papers 1916, Kiel Institute for the World Economy (IfW).
  64. Peltonen, Tuomas A. & Scheicher, Martin & Vuillemey, Guillaume, 2013. "The network structure of the CDS market and its determinants," Working Paper Series 1583, European Central Bank.
  65. Dror Kenett & Shlomo Havlin, 2015. "Network science: a useful tool in economics and finance," Mind and Society: Cognitive Studies in Economics and Social Sciences, Fondazione Rosselli, vol. 14(2), pages 155-167, November.
  66. Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2015. "Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil," Financial Markets and Portfolio Management, Springer, vol. 29(3), pages 207-250, August.
  67. Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais, 2012. "‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 627-646.
  68. Fecht, Falko & Reitz, Stefan & Weber, Patrick, 2015. "On the role of market makers for money market liquidity and tensions," Kiel Working Papers 2013, Kiel Institute for the World Economy (IfW).
  69. Zhang Li & Xiaojun Lin & Borja Peleato-Inarrea & Ilya Pollak, 2014. "Optimal Monitoring and Mitigation of Systemic Risk in Financial Networks," Papers 1410.2570, arXiv.org, revised Dec 2014.
  70. repec:col:000094:012254 is not listed on IDEAS
  71. Lux, Thomas, 2014. "A model of the topology of the bank-firm credit network and its role as channel of contagion," Kiel Working Papers 1950, Kiel Institute for the World Economy (IfW).
  72. Thomas Lux, 2014. "Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market," Kiel Working Papers 1917, Kiel Institute for the World Economy.
  73. Toivanen, Mervi, 2013. "Contagion in the interbank network: An epidemiological approach," Research Discussion Papers 19/2013, Bank of Finland.
  74. Pritsker, Matthew, 2013. "Knightian uncertainty and interbank lending," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 85-105.
  75. Daan in 't Veld & Marco van der Leij & Cars Hommes, 2014. "The Formation of a Core Periphery Structure in Heterogeneous Financial Networks," Tinbergen Institute Discussion Papers 14-098/II, Tinbergen Institute.
  76. repec:col:000094:012036 is not listed on IDEAS
  77. Vandermarliere, Benjamin & Karas, Alexei & Ryckebusch, Jan & Schoors, Koen, 2015. "Beyond the power law: Uncovering stylized facts in interbank networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 443-457.
  78. Sheri M Markose, 2013. "Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach," Journal of Banking Regulation, Palgrave Macmillan, vol. 14(3-4), pages 285-305, July.
  79. Leon Rincon, C.E., 2015. "Financial stability from a network perspective," Other publications TiSEM bb2e4e44-e842-45c6-a946-4, Tilburg University, School of Economics and Management.
  80. Capponi, Agostino & Chen, Peng-Chu, 2015. "Systemic risk mitigation in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 152-166.
  81. Kanno, Masayasu, 2015. "The network structure and systemic risk in the Japanese interbank market," Japan and the World Economy, Elsevier, vol. 36(C), pages 102-112.
  82. Jean-Cyprien H\'eam & Erwan Koch, 2014. "Diversification and Endogenous Financial Networks," Papers 1408.4618, arXiv.org, revised Feb 2015.
  83. Hugo Rodríguez Mendizábal, 2014. "Bank Size, Risk Diversification and Money Markets," Working Papers 785, Barcelona Graduate School of Economics.
  84. Lux, Thomas, 2014. "Emergence of a core-periphery structure in a simple dynamic model of the interbank market," Kiel Working Papers 1917, Kiel Institute for the World Economy (IfW).
  85. repec:kap:compec:v:47:y:2016:i:1:p:3-17 is not listed on IDEAS
  86. Augusto Hasman, 2013. "A Critical Review Of Contagion Risk In Banking," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 978-995, December.
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