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How to Measure the Unsecured Money Market? The Eurosystem's Implementation and Validation Using TARGET2 Data
6 references·4 citing·39 second hop
How to Measure the Unsecured Money Market? The Eurosystem's Implementation and Validation Using TARGET2 Data (2014)How to Measure the Unsecured Money Market…Identifying Term Interbank Loans from Fedwire Payments Data (2013)Identifying Term Interbank Lo…Assessing the Quality of 'Furfine-Based' Algorithms (2012)Assessing the Quality of 'Fur…Monitoring the Unsecured Interbank Money Market Using Target2 Data (2011)Monitoring the Unsecured Inte…Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk (2009)Liquidity Hoarding and Interb…Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk (2009)Liquidity Hoarding and Interb…The Microstructure of the Federal Funds Market (1999)The Microstructure of the Fed…Reservation Rates in Interbank Money Markets (2023)Reservation Rates in Interban…Cross-border interbank contagion in the European banking sector (2018)Cross-border interbank contag…Interbank Exposure Networks (2014)Interbank Exposure NetworksCross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis (2014)Cross-Border Liquidity, Relat…Credit Rationing in Markets with Imperfect Information (1981)Law and Finance (1998)Econometric Analysis of Cross Section and Panel Data (2001)Bank Runs, Deposit Insurance, and Liquidity (1983)Corporate financing and investment decisions when firms have information that investors do not have (1984)A model of liquidity hoarding and term premia in inter-bank markets (2011)Market response to policy initiatives during the global financial crisis (2011)The Interbank Market after August 2007: What Has Changed, and Why? (2011)A New Status Index Derived from Sociometric Analysis (1953)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Power and Centrality: A Family of Measures (1987)Multiplex Interbank Networks and Systemic Importance: An Application to European Data (2015)A return spillover network perspective analysis of Chinese financial institutions’ systemic importance (2018)Systemic importance analysis of chinese financial institutions based on volatility spillover network (2018)Financial Contagion Journal of Political Economy (1998)Financial Contagion (2000)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)A Dynamic Network Model of the Unsecured Interbank Lending Market (2015)The Maturity Rat Race (2010)Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis (2011)Securitization without risk transfer (2012)The Fix Is in: Detecting Portfolio Driven Manipulation of the Libor (2012)Maturity Rationing and Collective Short-Termism (2014)Interbank Exposures: Quantifying the Risk of Contagion (2003)Risk Assessment for Banking Systems (2006)Contagion in financial networks (2010)The Stability of Short-Term Interest Rates Pass-Through in the Euro Area During the Financial Market and Sovereign Debt Crises (2015)Measuring the systemic risk in indirect financial networks (2021)The non-linear relationship between ESG performance and bank stability in the digital era: new evidence from a regime-switching approach (2024)Shadow Prices, Market Wages, and Labor Supply (1974)Over-the-Counter Markets (2004)Financial Networks and Contagion (2014)The Daily Market for Federal Funds (1996)Network Risk and Key Players: A Structural Analysis of Interbank Liquidity (2016)Interbank Exposures: Quantifying the Risk of Contagion (1999)Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy (2011)Trade Dynamics in the Market for Federal Funds (2015)Fear of Fire Sales and the Credit Freeze (2009)Optimal Interventions in Markets with Adverse Selection (2012)
this work references cited by second hop

References

  • 1999The Microstructure of the Federal Funds Market312 cited
  • 2009Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk261 cited
  • 2009Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk233 cited
  • 2011Monitoring the Unsecured Interbank Money Market Using Target2 Data41 cited
  • 2012Assessing the Quality of 'Furfine-Based' Algorithms41 cited
  • 2013Identifying Term Interbank Loans from Fedwire Payments Data40 cited

Cited by

  • 2018Cross-border interbank contagion in the European banking sector34 cited
  • 2023Reservation Rates in Interbank Money Markets32 cited
  • 2014Interbank Exposure Networks30 cited
  • 2014Cross-Border Liquidity, Relationships and Monetary Policy: Evidence from the Euro Area Interbank Crisis29 cited

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