Interbank tiering and money center banks
Tài liệu tham khảo
Allen, 2000, Financial contagion, J. Polit. Econ., 108, 10.1086/262109
Allen, 1986, The large-small bank dichotomy in the federal funds market, J. Bank. Finance, 10, 10.1016/0378-4266(86)90006-3
Antrás, 2011, Intermediated trade, Quart. J. Econ., 126, 10.1093/qje/qjr019
Babus, Ana, 2009. The Formation of Financial Networks, Discussion Paper 06-093. Tinbergen Institute.
Bala, 2000, A noncooperative model of network formation, Econometrica, 68, 10.1111/1468-0262.00155
Ballester, 2005, Delinquent networks, J. Eur. Econ. Assoc., 8, 10.1111/j.1542-4774.2010.tb00494.x
Basel Committee on Banking Supervision, 2011. Global Systemically Important Banks: Assessment Methodology and the Additional Loss Absorbency Requirement. Rules Text, November 2011.
Bech, 2010, The topology of the federal funds market, Phys. A: Stat. Mech. Appl., 389, 10.1016/j.physa.2010.05.058
Bhattacharya, 1987, Preference shocks, liquidity and central bank policy
Borgatti, 1999, Models of core/periphery structures, Soc. Netw., 21
Boss, 2004, Network topology of the interbank market, Quant. Finance, 4, 10.1080/14697680400020325
Broder, 2000, Graph structure of the web, Comput. Netw., 33
Broecker, 1990, Credit-worthiness tests and interbank competition, Econometrica, 58, 10.2307/2938210
Bruche, 2010, Deposit insurance and money market freezes, J. Monetary Econ., 57
Cocco, 2009, Lending relationships in the interbank market, J. Financ. Intermed., 18
Copic, 2009, Identifying community structures from network data via maximum likelihood methods, B.E. J. Theor. Econ., 9, 10.2202/1935-1704.1523
CPSS, 2003. The Role of Central Bank Money in Payment Systems. CPSS Publication 55.
Craig, Ben, von Peter, Goetz, 2010. Interbank Tiering and Money Center Banks, Deutsche Bundesbank DP 2010-12-29, and BIS Working Paper 322.
Degryse, 2009
Diamond, 1984, Financial intermediation and delegated monitoring, Rev. Econ. Stud., 51, 10.2307/2297430
Diamond, 1991, Debt maturity structure and liquidity risk, Quart. J. Econ., 106, 10.2307/2937924
Diamond, 1983, Bank runs, deposit insurance, and liquidity, J. Polit. Econ., 91, 10.1086/261155
Doreian, 2005
Duffie, 2005, Over-the-counter markets, Econometrica, 73, 10.1111/j.1468-0262.2005.00639.x
Ehrmann, 2004, Bank networks and monetary policy transmission, J. Eur. Econ. Assoc., 2, 10.1162/1542476042813904
Freeman, 1979, Centrality in social networks: conceptual clarification, Soc. Netw., 1
Freixas, 2005, Interbank market integration under asymmetric information, Rev. Financ. Stud., 18, 10.1093/rfs/hhi001
Freixas, 2008
Freixas, 2000, Systemic risk, interbank relations, and liquidity provision by the central bank, J. Money, Credit, Bank., 32, 10.2307/2601198
Furfine, 2003, Interbank exposures: quantifying the risk of contagion, J. Money, Credit, Bank., 35, 10.1353/mcb.2003.0004
Galbiati, Marco, Giansante, Simone, 2010. Emergence of Networks in Large-Value Payment Systems. Bank of England Working Paper 399.
Goyal, 2007
Goyal, 2007, Structural holes in social networks, J. Econ. Theor., 137, 10.1016/j.jet.2007.01.006
Guinnane, 2002, Delegated monitors, large and small: Germany’s banking system, J. Econ. Lit., 40, 1800
Gurley, 1956, Financial Intermediaries and the Saving-Investment Process, J. Finance, 11
Hellwig, 1994, Liquidity provision, banking, and the allocation of interest rate risk, Eur. Econ. Rev., 38, 10.1016/0014-2921(94)90015-9
Ho, 1985, A micro model of the federal funds market, J. Finance, 40, 10.1111/j.1540-6261.1985.tb05026.x
Hojman, 2008, Core and periphery in networks, J. Econ. Theor., 139, 10.1016/j.jet.2007.07.007
Iori, 2008, A network analysis of the Italian overnight money market, J. Econ. Dynam. Control, 32, 10.1016/j.jedc.2007.01.032
Jackson, 2008
Kahn, 2009, Payments settlement: tiering in private and public systems, J. Money, Credit Bank., 41, 10.1111/j.1538-4616.2009.00236.x
Kirman, 2007, Marginal contribution, reciprocity and equity in segregated groups: bounded rationality and self-organization in social networks, J. Econ. Dynam. Control, 31, 10.1016/j.jedc.2007.01.003
Leitner, 2005, Financial networks: contagion, commitment, and private sector bailouts, J. Finance, 60, 10.1111/j.1540-6261.2005.00821.x
Li, Dan, Schuerhoff, Norman, 2013. Market Quality and Dealer Networks. Manuscript.
2006
Niehans, 1976, The eurodollar market and monetary theory, J. Money, Credit Bank., 8, 10.2307/1991917
Qi, 2008, Interbank borrowing and two-tier banking, Banks Bank Syst., 1/2008
Ravasz, 2003, Hierarchical organization in complex networks, Phys. Rev. E, 67, 10.1103/PhysRevE.67.026112
Schlierbach, 2003
Shin, 2008, Risk and liquidity in a system context, J. Financ. Intermed., 17, 10.1016/j.jfi.2008.02.003
Soramäki, 2007, The topology of interbank payment flows, Physica A, 379, 10.1016/j.physa.2006.11.093
Stigum, 2007
Upper, 2004, Estimating bilateral exposures in the german interbank market: is there a danger of contagion?, Eur. Econ. Rev., 48, 10.1016/j.euroecorev.2003.12.009
Wasserman, 1994
White, 1983