Artículos de revistas sobre el tema "Interbank markets"
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Tianyi, Ren y Tajul Ariffin Masron. "A Case Study of Interbank Deposit Fund Market: Sustainable Emerging Markets in China". Malaysian Journal of Social Sciences and Humanities (MJSSH) 7, n.º 7 (29 de julio de 2022): e001712. http://dx.doi.org/10.47405/mjssh.v7i7.1712.
Texto completoDemiralp, Selva, Brian Preslopsky y William C. Whitesell. "Overnight Interbank Loan Markets". Finance and Economics Discussion Series 2004, n.º 29 (mayo de 2004): 1–51. http://dx.doi.org/10.17016/feds.2004.29.
Texto completoDemiralp, Selva, Brian Preslopsky y William Whitesell. "Overnight interbank loan markets". Journal of Economics and Business 58, n.º 1 (enero de 2006): 67–83. http://dx.doi.org/10.1016/j.jeconbus.2005.04.003.
Texto completoTedeschi, Gabriele, Amin Mazloumian, Mauro Gallegati y Dirk Helbing. "Bankruptcy Cascades in Interbank Markets". PLoS ONE 7, n.º 12 (31 de diciembre de 2012): e52749. http://dx.doi.org/10.1371/journal.pone.0052749.
Texto completoKarimi, Fariba y Matthias Raddant. "Cascades in Real Interbank Markets". Computational Economics 47, n.º 1 (5 de noviembre de 2014): 49–66. http://dx.doi.org/10.1007/s10614-014-9478-z.
Texto completoAlfarano, Simone, Daniel Fricke, Thomas Lux y Matthias Raddant. "Network Approaches to Interbank Markets: Foreword". Computational Economics 47, n.º 1 (15 de febrero de 2015): 1–2. http://dx.doi.org/10.1007/s10614-015-9495-6.
Texto completoDavis, Douglas D., Oleg Korenok y John P. Lightle. "An experimental examination of interbank markets". Experimental Economics 22, n.º 4 (12 de noviembre de 2018): 954–79. http://dx.doi.org/10.1007/s10683-018-9595-y.
Texto completoStolbov, Mikhail. "How are interbank and sovereign debt markets linked? Evidence from 14 OECD countries, the Euro area and Russia". Panoeconomicus 61, n.º 3 (2014): 331–48. http://dx.doi.org/10.2298/pan1403331s.
Texto completoCOHEN-COLE, ETHAN, ELEONORA PATACCHINI y YVES ZENOU. "Static and dynamic networks in interbank markets". Network Science 3, n.º 1 (12 de febrero de 2015): 98–123. http://dx.doi.org/10.1017/nws.2015.1.
Texto completoSiklos, Pierre L. y Martin Stefan. "Exchange rate shocks in multicurrency interbank markets". Journal of Financial Stability 55 (agosto de 2021): 100888. http://dx.doi.org/10.1016/j.jfs.2021.100888.
Texto completoBrandi, Giuseppe, Riccardo Di Clemente y Giulio Cimini. "Epidemics of liquidity shortages in interbank markets". Physica A: Statistical Mechanics and its Applications 507 (octubre de 2018): 255–67. http://dx.doi.org/10.1016/j.physa.2018.05.104.
Texto completoMallick, Indrajit. "Inefficiency of bilateral bargaining in interbank markets". International Review of Economics & Finance 13, n.º 1 (enero de 2004): 43–55. http://dx.doi.org/10.1016/s1059-0560(03)00037-6.
Texto completoFreixas, Xavier, Antoine Martin y David Skeie. "Bank Liquidity, Interbank Markets, and Monetary Policy". Review of Financial Studies 24, n.º 8 (3 de abril de 2011): 2656–92. http://dx.doi.org/10.1093/rfs/hhr018.
Texto completoRibeiro, Pedro Pires y José Dias Curto. "Volatility spillover effects in interbank money markets". Review of World Economics 153, n.º 1 (26 de septiembre de 2016): 105–36. http://dx.doi.org/10.1007/s10290-016-0268-7.
Texto completoGreen, Christopher, Ye Bai, Victor Murinde, Kethi Ngoka, Isaya Maana y Samuel Tiriongo. "Overnight interbank markets and the determination of the interbank rate: A selective survey". International Review of Financial Analysis 44 (marzo de 2016): 149–61. http://dx.doi.org/10.1016/j.irfa.2016.01.014.
Texto completoVerga, Giovanni y Nicoleta Vasilcovschi. "ROMANIAN INTERBANK INTEREST RATES AND CENTRAL BANK’S MONETARY POLICY". Scientific Annals of Economics and Business 66, n.º 4 (2019): 487–506. http://dx.doi.org/10.47743/saeb-2019-0042.
Texto completoDjukic, Djordje y Malisa Djukic. "The influence of interbank money market stress levels on credit markets during the postcrisis period in the US and the Euro area". Ekonomski anali 56, n.º 189 (2011): 7–26. http://dx.doi.org/10.2298/eka1189007d.
Texto completoDemertzidis, Anastasios y Vahidin Jeleskovic. "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID". Journal of Risk and Financial Management 14, n.º 5 (8 de mayo de 2021): 212. http://dx.doi.org/10.3390/jrfm14050212.
Texto completoBianchi, Javier y Saki Bigio. "Banks, Liquidity Management, and Monetary Policy". Econometrica 90, n.º 1 (2022): 391–454. http://dx.doi.org/10.3982/ecta16599.
Texto completoCimini, Giulio y Matteo Serri. "Entangling Credit and Funding Shocks in Interbank Markets". PLOS ONE 11, n.º 8 (25 de agosto de 2016): e0161642. http://dx.doi.org/10.1371/journal.pone.0161642.
Texto completoCañón, Carlos y Paula Margaretic. "Correlated bank runs, interbank markets and reserve requirements". Journal of Banking & Finance 49 (diciembre de 2014): 515–33. http://dx.doi.org/10.1016/j.jbankfin.2014.03.040.
Texto completoin ’t Veld, Daan y Iman van Lelyveld. "Finding the core: Network structure in interbank markets". Journal of Banking & Finance 49 (diciembre de 2014): 27–40. http://dx.doi.org/10.1016/j.jbankfin.2014.08.006.
Texto completoAlvarez, Sebastian. "The Mexican debt crisis redux: international interbank markets and financial crisis, 1977–1982". Financial History Review 22, n.º 1 (abril de 2015): 79–105. http://dx.doi.org/10.1017/s0968565015000049.
Texto completoYu, Jiannan y Jinlou Zhao. "Computing a Complex Network Hierarchical Structure for Financial Market Networks on the Basis of the Hybrid Heuristic Algorithm". Mathematical Problems in Engineering 2020 (19 de octubre de 2020): 1–11. http://dx.doi.org/10.1155/2020/2598580.
Texto completoElosegui, Pedro, Federico D. Forte y Gabriel Montes-Rojas. "Network structure and fragmentation of the Argentinean interbank markets". Latin American Journal of Central Banking 3, n.º 3 (septiembre de 2022): 100066. http://dx.doi.org/10.1016/j.latcb.2022.100066.
Texto completoSuzuki, Tomoya, Tohru Ikeguchi y Masuo Suzuki. "A model of complex behavior of interbank exchange markets". Physica A: Statistical Mechanics and its Applications 337, n.º 1-2 (junio de 2004): 196–218. http://dx.doi.org/10.1016/j.physa.2004.01.036.
Texto completoBessembinder, Hendrik. "Bid-ask spreads in the interbank foreign exchange markets". Journal of Financial Economics 35, n.º 3 (junio de 1994): 317–48. http://dx.doi.org/10.1016/0304-405x(94)90036-1.
Texto completoMatsuoka, Tarishi. "Imperfect interbank markets and the lender of last resort". Journal of Economic Dynamics and Control 36, n.º 11 (noviembre de 2012): 1673–87. http://dx.doi.org/10.1016/j.jedc.2012.05.003.
Texto completoCheng, Andy Wui Wing y Iris Wing Han Yip. "China’s Macroeconomic Fundamentals on Stock Market Volatility: Evidence from Shanghai and Hong Kong". Review of Pacific Basin Financial Markets and Policies 20, n.º 02 (18 de mayo de 2017): 1750014. http://dx.doi.org/10.1142/s021909151750014x.
Texto completoYang, Baochen, Zijian Wu y Yunpeng Su. "The Determinants of the Nondefaultable Spreads of Corporate Bonds: Evidence from China". Discrete Dynamics in Nature and Society 2021 (1 de julio de 2021): 1–21. http://dx.doi.org/10.1155/2021/5595099.
Texto completoLiu, Kerry. "Some Preliminary Evidence on China’s New Monetary Policy Tool: The Standing Lending Facility". Review of Economics 70, n.º 2 (25 de septiembre de 2019): 137–55. http://dx.doi.org/10.1515/roe-2019-0013.
Texto completoAlqaralleh, Huthaifa, Ahmad Al-Majali y Abeer Alsarayrh. "Analyzing the Dynamics Between Macroeconomic Variables and the Stock Indexes of Emerging Markets, Using Non-linear Methods". International Journal of Financial Research 12, n.º 3 (21 de enero de 2021): 193. http://dx.doi.org/10.5430/ijfr.v12n3p193.
Texto completoAcharya, Viral V., Denis Gromb y Tanju Yorulmazer. "Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking". American Economic Journal: Macroeconomics 4, n.º 2 (1 de abril de 2012): 184–217. http://dx.doi.org/10.1257/mac.4.2.184.
Texto completoYoldas, Emre y Zeynep Senyuz. "Financial stress and equilibrium dynamics in term interbank funding markets". Journal of Financial Stability 34 (febrero de 2018): 136–49. http://dx.doi.org/10.1016/j.jfs.2018.01.002.
Texto completoPhilippas, Dionisis, Yiannis Koutelidakis y Alexandros Leontitsis. "Insights into European interbank network contagion". Managerial Finance 41, n.º 8 (10 de agosto de 2015): 754–72. http://dx.doi.org/10.1108/mf-03-2014-0095.
Texto completoZappa, Paola y Duy Q. Vu. "Markets as networks evolving step by step: Relational Event Models for the interbank market". Physica A: Statistical Mechanics and its Applications 565 (marzo de 2021): 125557. http://dx.doi.org/10.1016/j.physa.2020.125557.
Texto completoPolovina, Nereida y Ken Peasnell. "The effects of different modes of foreign bank entry in the Turkish banking sector during the 2007–2009 Global financial crisis". Quantitative Finance and Economics 7, n.º 1 (2023): 19–49. http://dx.doi.org/10.3934/qfe.2023002.
Texto completoAllen, Jason, Ali Hortaçsu y Jakub Kastl. "Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress". American Economic Journal: Microeconomics 13, n.º 2 (1 de mayo de 2021): 243–75. http://dx.doi.org/10.1257/mic.20160287.
Texto completoDavies, Dick, David Hillier, Andrew Marshall y King Fui Cheah. "Pricing Interest Rate Swaps in Malaysia". Review of Pacific Basin Financial Markets and Policies 07, n.º 04 (diciembre de 2004): 493–507. http://dx.doi.org/10.1142/s0219091504000251.
Texto completoGonzález, Camilo, Luisa Silva, Carmiña Vargas y Andrés M. Velasco. "Uncertainty in the Money Supply Mechanism and Interbank Markets in Colombia". Ensayos sobre Política Económica 32, n.º 73 (2014): 36–49. http://dx.doi.org/10.1016/s0120-4483(14)70018-1.
Texto completoUpper, Christian. "Simulation methods to assess the danger of contagion in interbank markets". Journal of Financial Stability 7, n.º 3 (agosto de 2011): 111–25. http://dx.doi.org/10.1016/j.jfs.2010.12.001.
Texto completoLakdawala, Aeimit, Raoul Minetti y María Pía Olivero. "Interbank markets and bank bailout policies amid a sovereign debt crisis". Journal of Economic Dynamics and Control 93 (agosto de 2018): 131–53. http://dx.doi.org/10.1016/j.jedc.2018.01.035.
Texto completoHryckiewicz, Aneta y Lukasz Kozlowski. "The consequences of liquidity imbalance: When net lenders leave interbank markets". Journal of Financial Stability 36 (junio de 2018): 82–97. http://dx.doi.org/10.1016/j.jfs.2018.02.002.
Texto completoBatubara, Maryam, Purnama Ramadani Silalahi , Muhammad Al Fazri, Aulia Monica y Sakinah Sakinah. "Pasar Uang Berdasarkan Prinsip Syariah di Indonesia". VISA: Journal of Vision and Ideas 2, n.º 1 (7 de febrero de 2022): 110–18. http://dx.doi.org/10.47467/visa.v2i1.952.
Texto completoBatubara, Maryam, Purnama Ramadani Silalahi , Muhammad Al Fazri, Aulia Monica y Sakinah Sakinah. "Pasar Uang Berdasarkan Prinsip Syariah di Indonesia". VISA: Journal of Vision and Ideas 2, n.º 2 (7 de febrero de 2022): 110–18. http://dx.doi.org/10.47467/visa.v2i2.952.
Texto completoBruno, Brunella, Enrico Onali y Klaus Schaeck. "Market Reaction to Bank Liquidity Regulation". Journal of Financial and Quantitative Analysis 53, n.º 2 (4 de marzo de 2018): 899–935. http://dx.doi.org/10.1017/s0022109017001089.
Texto completoRossetti, Nara, Marcelo Seido Nagano y Jorge Luis Faria Meirelles. "A behavioral analysis of the volatility of interbank interest rates in developed and emerging countries". Journal of Economics, Finance and Administrative Science 22, n.º 42 (12 de junio de 2017): 99–128. http://dx.doi.org/10.1108/jefas-02-2017-0033.
Texto completoAllen, Franklin, Aneta Hryckiewicz, Oskar Kowalewski y Günseli Tümer-Alkan. "Transmission of financial shocks in loan and deposit markets: Role of interbank borrowing and market monitoring". Journal of Financial Stability 15 (diciembre de 2014): 112–26. http://dx.doi.org/10.1016/j.jfs.2014.09.005.
Texto completoFREIXAS, XAVIER y JOSÉ JORGE. "The Role of Interbank Markets in Monetary Policy: A Model with Rationing". Journal of Money, Credit and Banking 40, n.º 6 (septiembre de 2008): 1151–76. http://dx.doi.org/10.1111/j.1538-4616.2008.00152.x.
Texto completoAcharya, Viral V. y Ouarda Merrouche. "Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis*". Review of Finance 17, n.º 1 (28 de junio de 2012): 107–60. http://dx.doi.org/10.1093/rof/rfs022.
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