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The Sterling Unsecured Loan Market During 2006-08: Insights from Network Theory
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References

  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2007Collective Risk Management in a Flight to Quality Episode749 cited
  • 1996Interbank Lending and Systemic Risk662 cited
  • 2007A network analysis of the Italian overnight money market556 cited
  • 2009Interbank market liquidity and central bank intervention372 cited
  • 2001Banks as Monitors of Other Banks: Evidence from the Overnight Federal Funds Market354 cited
  • 1999The Microstructure of the Federal Funds Market312 cited
  • 2008The Financial Turmoil of 2007-?: A Preliminary Assessment and Some Policy Considerations236 cited
  • 2008The Role of Interbank Markets in Monetary Policy: A Model with Rationing200 cited
  • 2007Collective Risk Management in a Flight to Quality Episode196 cited
  • 2011Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking131 cited
  • 2002Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank108 cited
  • 2008The Topology of the Federal Funds Market96 cited
  • 2002The interbank market during a crisis93 cited
  • 2008The Network Topology of CHAPS Sterling88 cited

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  • 2005Lending Relationships in the Interbank Market55 cited
  • Cited by

    • 2016Network Risk and Key Players: A Structural Analysis of Interbank Liquidity34 cited
    • 2017Centralized netting in financial networks30 cited
    • 2012An Empirical Study of the Mexican Banking System’s Network and its Implications for Systemic Risk29 cited