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Contagion and Efficiency in Gross and Net Interbank Payment Systems
10 references·16 citing·42 second hop
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this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1988BANKING PANICS AND BUSINESS CYCLES *915 cited
  • 1980Banking in the theory of finance863 cited
  • 1988Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications710 cited
  • 1988Banking Panics, Information, and Rational Expectations Equilibrium708 cited
  • 1996Interbank Lending and Systemic Risk662 cited
  • 1987Preference shocks, liquidity, and central bank policy531 cited
  • 1985Bank suspension of convertibility267 cited
  • 1994Liquidity provision, banking, and the allocation of interest rate risk184 cited
  • 1996Systemic risk in the netting system167 cited

Cited by

  • 2008Why pay? An introduction to payments economics205 cited
  • 2012Bubbles, Financial Crises, and Systemic Risk124 cited
  • 2000Lender of Last Resort: What Have We Learned Since Bagehot?98 cited
  • 20152001): “Comparative financial systems: a survey89 cited
  • 2016Understanding Bank-Run Contagion85 cited
  • 1998Payment System Settlement and Bank Incentives

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83 cited
  • 2010The Efficiency and Stability of Banks and Markets81 cited
  • 2003Settlement Risk under Gross and Net Settlement79 cited
  • 2007Assessing Financial Contagion in the Interbank Market: Maximum Entropy Versus Observed Interbank Lending Patterns75 cited
  • 2000What is systemic risk? : moral hazard, initial shocks and propagation61 cited
  • 2014Has the financial system become safer after the crisis? The changing nature of financial institution risk52 cited
  • 2004On the Stability of Different Financial Systems52 cited
  • 2008Information acquisition and financial contagion52 cited
  • 2010Systemic Risk and Network Formation in the Interbank Market45 cited
  • 2007An Introduction to Financial Crises42 cited
  • 2019WHAT CAN WE LEARN FROM THE IMPLEMENTATION OF MONETARY AND MACROPRUDENTIAL POLICIES: A SYSTEMATIC LITERATURE REVIEW37 cited