Bank-to-bank lending channel and the transmission of bank liquidity shocks: Evidence from France

Acharya, 2010, Do global banks spread global imbalances? Asset-backed commercial paper during the financial crisis of 2007–09, IMF Econ. Rev., 58, 37, 10.1057/imfer.2010.4 Allen, 2000, Financial contagion, J. Polit. Econ., 108, 1, 10.1086/262109 Allen, 2014, Transmission of bank liquidity shocks in loan and deposit markets: role of interbank borrowing and market monitoring, J. Financ. Stab., 15, 112, 10.1016/j.jfs.2014.09.005 Almeida, 2011, Corporate debt maturity and the real effects of the 2007 crisis, Crit. Finance Rev., 1, 3, 10.1561/104.00000001 Bernanke, 1988, Credit, money, and aggregate demand, Am. Econ. Rev., 78, 435 Bernanke, 1992, The federal funds rate and the channels of monetary transmission, Am. Econ. Rev., 82, 901 Bernanke, 1989, Agency costs, net worth, and business fluctuations, Am. Econ. Rev., 79, 14 Bernanke, 1995, Inside the black box: the credit channel of monetary policy transmission, J. Econ. Perspect., 9, 27, 10.1257/jep.9.4.27 Bernanke, 1983, Non-monetary effects of the financial crisis in the propagation of the great depression, Am. Econ. Rev., 73, 257 Cetorelli, 2012, Liquidity management of U.S. global banks: internal capital markets in the great recession, J. Int. Econ., 88, 299, 10.1016/j.jinteco.2012.05.001 Cetorelli, 2012, Banking globalization and monetary transmission, J. Finance, 67, 1811, 10.1111/j.1540-6261.2012.01773.x Chava, 2011, The effect of banking crisis on bank-dependent borrowers, J. Financ. Econ., 99, 116, 10.1016/j.jfineco.2010.08.006 Chen, 1999, Banking panics: the role of the first-come, first-served rule and information externalities, J. Polit. Econ., 107, 946, 10.1086/250086 De Haas, 2012, International shock transmission after the Lehman Brothers collapse—evidence from syndicated lending, Am. Econ. Rev., 102, 231, 10.1257/aer.102.3.231 De Haas, 2013, Running for the exit? International bank lending during a financial crisis, Rev. Financ. Stud., 26, 244, 10.1093/rfs/hhs113 De Haas, 2006, Foreign banks and credit stability in central and eastern Europe. A panel data analysis, J. Bank. Finance, 30, 1927, 10.1016/j.jbankfin.2005.07.007 Diamond, 1983, Bank runs, deposit insurance, and liquidity, J. Polit. Econ., 91, 401, 10.1086/261155 Diamond, 2005, Liquidity shortages and banking crises, J. Finance, 60, 615, 10.1111/j.1540-6261.2005.00741.x Dursun, H.O., 2012. The Transmission of Liquidity Shocks to the Real Economy. Vienna University of Economics and Business, Job Market Paper. Friedman, 1963 Giannetti, 2012, The flight home effect: evidence from the syndicated loan market during financial crises, J. Financ. Econ., 104, 23, 10.1016/j.jfineco.2011.12.006 Giannetti, 2012, Flight home, flight abroad and international credit cycles, Am. Econ. Rev., 102, 219, 10.1257/aer.102.3.219 Holmstrom, 1997, Financial intermediation, loanable funds, and the real sector, Q. J. Econ., 112, 665, 10.1162/003355397555316 Huang, 2003, Liquidity shocks and equilibrium liquidity premia, J. Econ. Theory, 109, 104, 10.1016/S0022-0531(02)00039-X Ivashina, 2010, Bank lending during the financial crisis of 2008, J. Financ. Econ., 97, 319, 10.1016/j.jfineco.2009.12.001 Iyer, R., Peydró-Alcalde, J.L., 2005. How does a Shock Propagate? A Model of Contagion in the Interbank Market due to Financial Linkages. EFA 2005 Moscow Meeting papers. Kashyap, 1993, Monetary policy and credit conditions: evidence from the composition of external finance, Am. Econ. Rev., 83, 78 Khwaja, 2008, Tracing the impact of bank liquidity shocks evidence from an emerging market, Am. Econ. Rev., 98, 1413, 10.1257/aer.98.4.1413 Laeven, 2011, Banking crises: a review, Annu. Rev. Financ. Econ., 3, 4, 10.1146/annurev-financial-102710-144816 Linnemann, 2015, Liquidity premia and interest rate parity, J. Int. Econ., 97, 178, 10.1016/j.jinteco.2015.03.006 Peek, 1997, The international transmission of financial shocks: the case of Japan, Am. Econ. Rev., 87, 495 Popov, 2010, Cross-border banking and the international transmission of financial distress during the crisis of 2007–2008, Working Paper Series 1203 European Central Bank Puri, 2011, Global retail lending in the aftermath of the US financial crisis distinguishing between supply and demand effects, J. Financ. Econ., 100, 556, 10.1016/j.jfineco.2010.12.001 Roberts, M.R., Whited, T.M., 2011. Endogeneity in Empirical Corporate Finance. Working Paper 11-29, Simon School. Schnabl, 2012, The international transmission of bank liquidity shocks evidence from an emerging market, J. Finance, 67, 897, 10.1111/j.1540-6261.2012.01737.x Segalla, 2015, International banking and liquidity risk transmission: evidence from Austria, IMF Econ. Rev., 63, 426, 10.1057/imfer.2015.20 Stein, 1998, An adverse-selection model of bank asset and liability management with implications for the transmission of monetary policy, Rand J. Econ., 29, 466, 10.2307/2556100