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Risk and Concentration in Payment and Securities Settlement Systems

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
1988Testing for a Unit Root in Time Series Regression19,288 cited
1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
1987Time Series Regression with a Unit Root2,821 cited
2003Interbank Exposures: Quantifying the Risk of Contagion666 cited
2003The intraday liquidity management game183 cited
1996Systemic risk in the netting system167 cited
2003Settlement Risk under Gross and Net Settlement79 cited
1999Money and Debt in the Structure of Payments78 cited
1995Daylight Overdraft Fees and the Federal Reserve's Payment System Risk Policy50 cited
2002The Evolution of the Federal Reserve's Intraday Credit Policies41 cited

Cited by

2012Settlement Liquidity and Monetary Policy Implementation Lessons from the Financial Crisis25 cited
2012Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis23 cited

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