From Ties to Events in the Analysis of Interorganizational Exchange Relations. [PDF]
Organ Res Methods, 2023 Bianchi F, Lomi A.
europepmc +1 more source
Probability of informed trading: an empirical application to the euro overnight market rate. [PDF]
This paper presents a microstructure model for the unsecured overnight euro money market, similar to that developed for stock markets by Easley and O'Hara (1992).
Idier, J., Nardelli, S.
core
Dynamic Banking Systemic Risk Accumulation under Multiple-Risk Exposures. [PDF]
Entropy (Basel), 2022 Fan H, Tang M.
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Liquidity matters: Evidence from the Russian interbank market [PDF]
We suggest an additional transmission channel of contagion on the interbank market - the liquidity channel. Examining the Russian banking sector, we and that the liquidity channel contributes significantly to understanding and predicting interbank market
Kares, Alexei +2 more
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International Sanctions and the Procurement of Medical Equipment in Iran: A Qualitative Study. [PDF]
Med J Islam Repub Iran, 2021 Azami SR +4 more
europepmc +1 more source
Home bias in interbank lending and banks’ resolution regimes [PDF]
In recent years, banks have become increasingly aware of the credit risk borne in lending in the interbank market and they select their counterparties accordingly.
Michele Manna
core
Pricing of Shanghai stock exchange 50 ETF options based on different volatility models. [PDF]
PLoS One, 2023 Wu Q, Kuang X, Wu B, Xu X.
europepmc +1 more source
Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. [PDF]
Empir Econ, 2023 Zema SM.
europepmc +1 more source
Substitution between net and gross settlement systems: A concern for financial stability? [PDF]
While net settlement systems make more efficient use of liquidity than gross settlement systems, they are known to generate systemic risk. What does that tendency imply for the stability of the payments (or financial) system when the two settlement ...
Ben R. Craig, Falko Fecht
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Recent innovation in benchmark rates (BMR): evidence from influential factors on Turkish Lira Overnight Reference Interest Rate with machine learning algorithms. [PDF]
Financ Innov, 2021 Depren Ö, Kartal MT, Kılıç Depren S.
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