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Interbank Market Integration under Asymmetric Information

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Cited by:

  1. 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.
  2. Acharya, Viral V. & Skeie, David, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 436-447.
  3. Xavier Freixas & Antoine Martin & David Skeie, 2011. "Bank Liquidity, Interbank Markets, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2656-2692.
  4. Gurnain Kaur Pasricha, 2009. "Bank Competition and International Financial Integration:Evidence Using a New Index," Working Papers 242009, Hong Kong Institute for Monetary Research.
  5. Jonathan Batten & Peter Szilagyi, 2011. "The Recent Internationalization of Japanese Banks," Japanese Economy, Taylor & Francis Journals, vol. 38(1), pages 81-120.
  6. Antonio Álvarez & Alejandro Fernández & Joaquín García-Cabo & Diana Posada, 2019. "Liquidity Funding Shocks: the Role of Banks’ Funding Mix," Journal of Financial Services Research, Springer;Western Finance Association, vol. 55(2), pages 167-190, June.
  7. Craig, Ben & von Peter, Goetz, 2014. "Interbank tiering and money center banks," Journal of Financial Intermediation, Elsevier, vol. 23(3), pages 322-347.
  8. Andrieş, Alin Marius & Nistor, Simona & Sprincean, Nicu, 2020. "The impact of central bank transparency on systemic risk—Evidence from Central and Eastern Europe," Research in International Business and Finance, Elsevier, vol. 51(C).
  9. 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.
  10. 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.
  11. Hartmann, Philipp & Fecht, Falko & Grüner, Hans Peter, 2007. "Welfare Effects of Financial Integration," CEPR Discussion Papers 6311, C.E.P.R. Discussion Papers.
  12. Xavier Freixas, 2009. "Monetary policy in a systemic crisis," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 25(4), pages 630-653, Winter.
  13. Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2010. "Declining valuations and equilibrium bidding in central bank refinancing operations," International Journal of Industrial Organization, Elsevier, vol. 28(1), pages 30-43, January.
  14. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 288-303.
  15. Agur, Itai, 2009. "Regulatory Competition and Bank Risk Taking," CEPR Discussion Papers 7524, C.E.P.R. Discussion Papers.
  16. Bazot, Guillaume, 2014. "Local liquidity constraints: What place for central bank regional policy? The French experience during the Belle Époque (1880–1913)," Explorations in Economic History, Elsevier, vol. 52(C), pages 44-62.
  17. Uhlig, Harald & De Fiore, Fiorella & Hoerova, Marie, 2018. "Money Markets, Collateral and Monetary Policy," CEPR Discussion Papers 13335, C.E.P.R. Discussion Papers.
  18. Falk Bräuning & Falko Fecht, 2017. "Relationship Lending in the Interbank Market and the Price of Liquidity," Review of Finance, European Finance Association, vol. 21(1), pages 33-75.
  19. Cappelletti, Giuseppe & Guazzarotti, Giovanni, 2017. "The role of counterparty risk and asymmetric information in the interbank market," Working Paper Series 2022, European Central Bank.
  20. Reichlin, Lucrezia, 2014. "Monetary Policy and Banks in the Euro Area: The Tale of Two Crises," Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 387-400.
  21. Fecht, Falko & Grüner, Hans Peter & Hartmann, Philipp, 2012. "Financial integration, specialization, and systemic risk," Journal of International Economics, Elsevier, vol. 88(1), pages 150-161.
  22. Daniel Schmidt & Frank Schmielewski, 2012. "Consumer reaction on tumbling funds - Evidence from retail fund outflows during the financial crisis 2007/2008," Working Paper Series in Economics 228, University of Lüneburg, Institute of Economics.
  23. Tim Eisert & Christian Eufinger, 2019. "Interbank Networks and Backdoor Bailouts: Benefiting from Other Banks’ Government Guarantees," Management Science, INFORMS, vol. 65(8), pages 3673-3693, August.
  24. Joyce Hsieh & Chien-Chung Nieh, 2010. "An overview of Asian equity markets," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 24(2), pages 19-51, November.
  25. Giovanni Ferri & Angelo Leogrande, 2015. "Was the Crisis due to a shift from stakeholder to shareholder finance? Surveying the debate," Mo.Fi.R. Working Papers 108, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  26. Viral V. Acharya & Denis Gromb & Tanju Yorulmazer, 2012. "Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(2), pages 184-217, April.
  27. Thibaut Piquard & Dilyara Salakhova, 2019. "Secured and Unsecured Interbank Markets: Monetary Policy, Substitution and the Cost of Collateral," Working papers 730, Banque de France.
  28. Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 895-948, November.
  29. Reichlin, Lucrezia, 2013. "The ECB and the banks: the tale of two crises," CEPR Discussion Papers 9647, C.E.P.R. Discussion Papers.
  30. Ritz, Robert A. & Walther, Ansgar, 2015. "How do banks respond to increased funding uncertainty?," Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 386-410.
  31. 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.
  32. Ion Lapteacru, 2019. "Do bank activities and funding strategies of foreign and state‐owned banks have a differential effect on risk‐taking in Central and Eastern Europe?," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 27(2), pages 541-576, February.
  33. Abbassi, Puriya & Bräuning, Falk & Fecht, Falko & Peydró, José-Luis, 2022. "Cross-border interbank liquidity, crises, and monetary policy," Journal of International Economics, Elsevier, vol. 139(C).
  34. Nicholas Garvin & David W Hughes & José-Luis Peydró, 2021. "The Role of Collateral in Borrowing," RBA Research Discussion Papers rdp2021-01, Reserve Bank of Australia.
  35. Fabio Castiglionesi & Fabio Feriozzi & Guido Lorenzoni, 2019. "Financial Integration and Liquidity Crises," Management Science, INFORMS, vol. 65(3), pages 955-975, March.
  36. Popov, Alexander & Ongena, Steven, 2011. "Interbank market integration, loan rates, and firm leverage," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 544-559, March.
  37. Degryse, H.A. & Nguyen, G., 2004. "Interbank Exposures : An Empirical Examination of Systemic Risk in the Belgian Banking System," Other publications TiSEM 24d7f8a9-0f7c-411a-843c-c, Tilburg University, School of Economics and Management.
  38. Reint Gropp & Marco Lo Duca & Jukka Vesala, 2009. "Cross-Border Bank Contagion in Europe," International Journal of Central Banking, International Journal of Central Banking, vol. 5(1), pages 97-139, March.
  39. Agur, Itai, 2014. "Bank risk within and across equilibria," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 322-333.
  40. Maria Abascal & Tatiana Alonso & Sergio Mayordomo, 2013. "Fragmentation in European Financial Markets: Measures, Determinants, and Policy Solutions," Working Papers 1322, BBVA Bank, Economic Research Department.
  41. repec:wsr:wpaper:y:2013:i:129 is not listed on IDEAS
  42. Wang, Peiwen & Chen, Minghua & Wu, Ji & Yan, Yuanyun, 2024. "Bank connectedness and excessive risk-taking: Some cross-country evidence," Finance Research Letters, Elsevier, vol. 60(C).
  43. Hüser, Anne-Caroline, 2016. "Too interconnected to fail: A survey of the Interbank Networks literature," SAFE Working Paper Series 91, Leibniz Institute for Financial Research SAFE, revised 2016.
  44. Garcia-de-Andoain, Carlos & Heider, Florian & Hoerova, Marie & Manganelli, Simone, 2016. "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area," Journal of Financial Intermediation, Elsevier, vol. 28(C), pages 32-47.
  45. 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.
  46. Ennis, Huberto M. & Weinberg, John A., 2009. "A model of stigma in the fed funds market," UC3M Working papers. Economics we095937, Universidad Carlos III de Madrid. Departamento de Economía.
  47. Gianfranco A. Vento, 2004. "The Eurosystem operational framework, use of colleteral and liquidity distribution in the euro area: towards a single interbank market?," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 57(228), pages 71-100.
  48. Blattner Tobias S. & Swarbrick Jonathan M., 2021. "Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(1), pages 323-368, January.
  49. Heider, Florian & Manganelli, Simone & Hoerova, Marie & Garcia-de-Andoain, Carlos, 2015. "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in," CEPR Discussion Papers 10901, C.E.P.R. Discussion Papers.
  50. Nikolaou, Kleopatra, 2009. "Liquidity (risk) concepts: definitions and interactions," Working Paper Series 1008, European Central Bank.
  51. Behr, Patrick & Wang, Weichao, 2020. "The (un)intended effects of government bailouts: The impact of TARP on the interbank market and bank risk-taking," Journal of Banking & Finance, Elsevier, vol. 116(C).
  52. Co-Pierre Georg & Jenny Poschmann, 2010. "Systemic risk in a network model of interbank markets with central bank activity," Jena Economics Research Papers 2010-033, Friedrich-Schiller-University Jena.
  53. Skeie, David R., 2008. "Banking with nominal deposits and inside money," Journal of Financial Intermediation, Elsevier, vol. 17(4), pages 562-584, October.
  54. Xavier Freixas & Antoine Martin & David Skeie, 2011. "Bank Liquidity, Interbank Markets, and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 24(8), pages 2656-2692.
  55. Blasques, Francisco & Bräuning, Falk & Lelyveld, Iman van, 2018. "A dynamic network model of the unsecured interbank lending market," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 310-342.
  56. Dinger, Valeriya, 2009. "Do foreign-owned banks affect banking system liquidity risk?," Journal of Comparative Economics, Elsevier, vol. 37(4), pages 647-657, December.
  57. Mayordomo, Sergio & Abascal, María & Alonso, Tatiana & Rodriguez-Moreno, Maria, 2015. "Fragmentation in the European interbank market: Measures, determinants, and policy solutions," Journal of Financial Stability, Elsevier, vol. 16(C), pages 1-12.
  58. Enisse Kharroubi & Edouard Vidon, 2009. "Liquidity, Moral Hazard, and Interbank Market Collapse," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 51-86, December.
  59. FERROUHI, El Mehdi & LEHADIRI, Abderrassoul, 2013. "Liquidity risk and contagion in interbank markets: a presentation of Allen and Gale Model," MPRA Paper 59852, University Library of Munich, Germany.
  60. 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.
  61. Altavilla, Carlo & Carboni, Giacomo & Lenza, Michele & Uhlig, Harald, 2019. "Interbank rate uncertainty and bank lending," Working Paper Series 2311, European Central Bank.
  62. Puriya Abbassi & Falk Brauning & Falko Fecht & José-Luis Peydró, 2017. "International Financial Integration, Crises and Monetary Policy: Cross-Border Interbank Lending During the Euro Crises," Working Papers 965, Barcelona School of Economics.
  63. Vollmer, Uwe & Wiese, Harald, 2014. "Explaining breakdowns in interbank lending: A bilateral bargaining model," Finance Research Letters, Elsevier, vol. 11(3), pages 247-253.
  64. Giebel, Marek & Kraft, Kornelius, 2020. "Bank credit supply and firm innovation behavior in the financial crisis," Journal of Banking & Finance, Elsevier, vol. 121(C).
  65. M. Peiris & Alexandros Vardoulakis, 2013. "Savings and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(1), pages 153-180, September.
  66. Brossard, Olivier & Saroyan, Susanna, 2016. "Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 163-185.
  67. Pablo Rovira Kaltwasser & Alessandro Spelta, 2019. "Identifying systemically important financial institutions: a network approach," Computational Management Science, Springer, vol. 16(1), pages 155-185, February.
  68. Jorge, José & Kahn, Charles M., 2020. "Illiquidity as a signal," Journal of Financial Stability, Elsevier, vol. 50(C).
  69. Giebel, Marek & Kraft, Kornelius, 2018. "Bank credit supply and firm innovation," ZEW Discussion Papers 18-011, ZEW - Leibniz Centre for European Economic Research.
  70. Cocco, João F. & Gomes, Francisco J. & Martins, Nuno C., 2009. "Lending relationships in the interbank market," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 24-48, January.
  71. Diemo Dietrich & Achim Hauck, 2020. "Interbank borrowing and lending between financially constrained banks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 347-385, September.
  72. Olivier Brossard & Susanna Saroyan, 2016. "Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market," Post-Print hal-01293693, HAL.
  73. Xavier Freixas & Bruno Maria Parigi, 2008. "Lender of Last Resort and Bank Closure Policy," CESifo Working Paper Series 2286, CESifo.
  74. 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.
  75. Agur, Itai, 2009. "Regulatory Competition and Bank Risk Taking," CEPR Discussion Papers 7524, C.E.P.R. Discussion Papers.
  76. Willmott, Bryony, 2014. "Excess reserves, interbank markets and domestic money market intervention," MPRA Paper 57046, University Library of Munich, Germany.
  77. Ion Lapteacru, 2016. "Income and funding structures, banking regulation and bank risk-taking: The role of ownership in Central and Eastern European banks," Working Papers hal-01301825, HAL.
  78. Eisert, Tim & Eufinger, Christian, 2014. "Interbank network and bank bailouts: Insurance mechanism for non-insured creditors?," SAFE Working Paper Series 10, Leibniz Institute for Financial Research SAFE, revised 2014.
  79. Blasques, Francisco & Bräuning, Falk & Lelyveld, Iman van, 2018. "A dynamic network model of the unsecured interbank lending market," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 310-342.
  80. Iori, G. & Kapar, B. & Olmo, J., 2012. "The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation," Working Papers 12/03, Department of Economics, City University London.
  81. Michal Kowalik, 2014. "To sell or to borrow: a theory of bank liquidity management," Research Working Paper RWP 14-18, Federal Reserve Bank of Kansas City.
  82. Xavier Freixas & José Jorge, 2008. "The Role of Interbank Markets in Monetary Policy: A Model with Rationing," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(6), pages 1151-1176, September.
  83. Vollmer, Uwe & Wiese, Harald, 2016. "Central bank standing facilities, counterparty risk, and OTC-interbank lending," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 101-122.
  84. Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 895-948, November.
  85. Michele Manna, 2011. "Home bias in interbank lending and banks� resolution regimes," Temi di discussione (Economic working papers) 816, Bank of Italy, Economic Research and International Relations Area.
  86. Shaban, Mohamed & James, Gregory A., 2018. "The effects of ownership change on bank performance and risk exposure: Evidence from indonesia," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 483-497.
  87. Giuseppe Bruno & Ernesto Maurizio Ordine & Antonio Scalia, 2005. "Banks� participation in the Eurosystem auctions and money market integration," Temi di discussione (Economic working papers) 562, Bank of Italy, Economic Research and International Relations Area.
  88. Hasman, Augusto & Samartín, Margarita, 2024. "Competition, coinsurance and moral hazard in banking," Journal of Banking & Finance, Elsevier, vol. 164(C).
  89. Hasman, Augusto & Samartín, Margarita, 2023. "Government intervention, linkages and financial fragility," Economic Modelling, Elsevier, vol. 126(C).
  90. Gianfranco A. Vento, 2004. "The Eurosystem operational framework, use of colleteral and liquidity distribution in the euro area: towards a single interbank market?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 57(228), pages 71-100.
  91. Jon H. Findreng, 2021. "Peer Monitoring vs. Search Costs in the Interbank Market: Evidence from Payment Flow Data in Norway," Working Paper 2021/2, Norges Bank.
  92. Heider, Florian & Garcia-de-Andoain, Carlos & Frutos de Andres, Juan Carlos & Papsdorf, Patrick, 2016. "Stressed interbank markets: evidence from the European financial and sovereign debt crisis," Working Paper Series 1925, European Central Bank.
  93. 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.
  94. Mr. JaeBin Ahn, 2011. "A Theory of Domestic and International Trade Finance," IMF Working Papers 2011/262, International Monetary Fund.
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