The role of bank relationships in the interbank market

DOI10.1016/J.JEDC.2015.07.008MaRDI QIDQ1657486zbMATH OpenOpenAlexFDO

Authors Asena Temizsoy, Giulia Iori, Gabriel Montes-Rojas

Publication date 13 August 2018

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL http://openaccess.city.ac.uk/id/eprint/12356/46/relationship_TemizsoyIoriMontes-Rojas.pdf

zbMATH Keywords

interbank marketlending relationshipovernight loans

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• A network analysis of the Italian overnight money market
• Bank characteristics and the interbank money market: a distributional approach
• Networked relationships in the e-MID interbank market: a trading model with memory
• Over-the-Counter Markets
• Quantifying preferential trading in the e-MID interbank market

Cited in

(18)

• Close relationships between banks and firms: Is it good or bad?
• Networked relationships in the e-MID interbank market: a trading model with memory
• Financial innovation and bank behavior: evidence from credit markets
• Relationship finance, informed liquidity, and monetary policy
• Constructing banking networks under decreasing costs of link formation
• Interbank borrowing and lending between financially constrained banks
• Bank characteristics and the interbank money market: a distributional approach
• Efficiency and bargaining power in the interbank loan market
• Banking and trading
• Relationship lending in the interbank market and the price of liquidity
• Quantifying preferential trading in the e-MID interbank market
• ``Forgive but not forget: the behavior of relationship banks when firms are in distress
• Central bank swap lines: evidence on the effects of the lender of last resort
• Do central counterparties reduce counterparty and liquidity risk? Empirical results
• Intermediaries' substitutability and financial network resilience: a hyperstructure approach
• Counterparty choice, maturity shifts and market freezes: lessons from the European interbank market
• A model of network formation for the overnight interbank market: when is core-periphery an illusion?
• Network ANOVA random effects models for node attributes

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