Статті в журналах з теми "Interbank markets"
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Tianyi, Ren, and 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, no. 7 (July 29, 2022): e001712. http://dx.doi.org/10.47405/mjssh.v7i7.1712.
Повний текст джерелаDemiralp, Selva, Brian Preslopsky, and William C. Whitesell. "Overnight Interbank Loan Markets." Finance and Economics Discussion Series 2004, no. 29 (May 2004): 1–51. http://dx.doi.org/10.17016/feds.2004.29.
Повний текст джерелаDemiralp, Selva, Brian Preslopsky, and William Whitesell. "Overnight interbank loan markets." Journal of Economics and Business 58, no. 1 (January 2006): 67–83. http://dx.doi.org/10.1016/j.jeconbus.2005.04.003.
Повний текст джерелаTedeschi, Gabriele, Amin Mazloumian, Mauro Gallegati, and Dirk Helbing. "Bankruptcy Cascades in Interbank Markets." PLoS ONE 7, no. 12 (December 31, 2012): e52749. http://dx.doi.org/10.1371/journal.pone.0052749.
Повний текст джерелаKarimi, Fariba, and Matthias Raddant. "Cascades in Real Interbank Markets." Computational Economics 47, no. 1 (November 5, 2014): 49–66. http://dx.doi.org/10.1007/s10614-014-9478-z.
Повний текст джерелаAlfarano, Simone, Daniel Fricke, Thomas Lux, and Matthias Raddant. "Network Approaches to Interbank Markets: Foreword." Computational Economics 47, no. 1 (February 15, 2015): 1–2. http://dx.doi.org/10.1007/s10614-015-9495-6.
Повний текст джерелаDavis, Douglas D., Oleg Korenok, and John P. Lightle. "An experimental examination of interbank markets." Experimental Economics 22, no. 4 (November 12, 2018): 954–79. http://dx.doi.org/10.1007/s10683-018-9595-y.
Повний текст джерелаStolbov, Mikhail. "How are interbank and sovereign debt markets linked? Evidence from 14 OECD countries, the Euro area and Russia." Panoeconomicus 61, no. 3 (2014): 331–48. http://dx.doi.org/10.2298/pan1403331s.
Повний текст джерелаCOHEN-COLE, ETHAN, ELEONORA PATACCHINI, and YVES ZENOU. "Static and dynamic networks in interbank markets." Network Science 3, no. 1 (February 12, 2015): 98–123. http://dx.doi.org/10.1017/nws.2015.1.
Повний текст джерелаSiklos, Pierre L., and Martin Stefan. "Exchange rate shocks in multicurrency interbank markets." Journal of Financial Stability 55 (August 2021): 100888. http://dx.doi.org/10.1016/j.jfs.2021.100888.
Повний текст джерелаBrandi, Giuseppe, Riccardo Di Clemente, and Giulio Cimini. "Epidemics of liquidity shortages in interbank markets." Physica A: Statistical Mechanics and its Applications 507 (October 2018): 255–67. http://dx.doi.org/10.1016/j.physa.2018.05.104.
Повний текст джерелаMallick, Indrajit. "Inefficiency of bilateral bargaining in interbank markets." International Review of Economics & Finance 13, no. 1 (January 2004): 43–55. http://dx.doi.org/10.1016/s1059-0560(03)00037-6.
Повний текст джерелаFreixas, Xavier, Antoine Martin, and David Skeie. "Bank Liquidity, Interbank Markets, and Monetary Policy." Review of Financial Studies 24, no. 8 (April 3, 2011): 2656–92. http://dx.doi.org/10.1093/rfs/hhr018.
Повний текст джерелаRibeiro, Pedro Pires, and José Dias Curto. "Volatility spillover effects in interbank money markets." Review of World Economics 153, no. 1 (September 26, 2016): 105–36. http://dx.doi.org/10.1007/s10290-016-0268-7.
Повний текст джерелаGreen, Christopher, Ye Bai, Victor Murinde, Kethi Ngoka, Isaya Maana, and Samuel Tiriongo. "Overnight interbank markets and the determination of the interbank rate: A selective survey." International Review of Financial Analysis 44 (March 2016): 149–61. http://dx.doi.org/10.1016/j.irfa.2016.01.014.
Повний текст джерелаVerga, Giovanni, and Nicoleta Vasilcovschi. "ROMANIAN INTERBANK INTEREST RATES AND CENTRAL BANK’S MONETARY POLICY." Scientific Annals of Economics and Business 66, no. 4 (2019): 487–506. http://dx.doi.org/10.47743/saeb-2019-0042.
Повний текст джерелаDjukic, Djordje, and 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, no. 189 (2011): 7–26. http://dx.doi.org/10.2298/eka1189007d.
Повний текст джерелаDemertzidis, Anastasios, and Vahidin Jeleskovic. "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID." Journal of Risk and Financial Management 14, no. 5 (May 8, 2021): 212. http://dx.doi.org/10.3390/jrfm14050212.
Повний текст джерелаBianchi, Javier, and Saki Bigio. "Banks, Liquidity Management, and Monetary Policy." Econometrica 90, no. 1 (2022): 391–454. http://dx.doi.org/10.3982/ecta16599.
Повний текст джерелаCimini, Giulio, and Matteo Serri. "Entangling Credit and Funding Shocks in Interbank Markets." PLOS ONE 11, no. 8 (August 25, 2016): e0161642. http://dx.doi.org/10.1371/journal.pone.0161642.
Повний текст джерелаCañón, Carlos, and Paula Margaretic. "Correlated bank runs, interbank markets and reserve requirements." Journal of Banking & Finance 49 (December 2014): 515–33. http://dx.doi.org/10.1016/j.jbankfin.2014.03.040.
Повний текст джерелаin ’t Veld, Daan, and Iman van Lelyveld. "Finding the core: Network structure in interbank markets." Journal of Banking & Finance 49 (December 2014): 27–40. http://dx.doi.org/10.1016/j.jbankfin.2014.08.006.
Повний текст джерелаAlvarez, Sebastian. "The Mexican debt crisis redux: international interbank markets and financial crisis, 1977–1982." Financial History Review 22, no. 1 (April 2015): 79–105. http://dx.doi.org/10.1017/s0968565015000049.
Повний текст джерелаYu, Jiannan, and 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 (October 19, 2020): 1–11. http://dx.doi.org/10.1155/2020/2598580.
Повний текст джерелаElosegui, Pedro, Federico D. Forte, and Gabriel Montes-Rojas. "Network structure and fragmentation of the Argentinean interbank markets." Latin American Journal of Central Banking 3, no. 3 (September 2022): 100066. http://dx.doi.org/10.1016/j.latcb.2022.100066.
Повний текст джерелаSuzuki, Tomoya, Tohru Ikeguchi, and Masuo Suzuki. "A model of complex behavior of interbank exchange markets." Physica A: Statistical Mechanics and its Applications 337, no. 1-2 (June 2004): 196–218. http://dx.doi.org/10.1016/j.physa.2004.01.036.
Повний текст джерелаBessembinder, Hendrik. "Bid-ask spreads in the interbank foreign exchange markets." Journal of Financial Economics 35, no. 3 (June 1994): 317–48. http://dx.doi.org/10.1016/0304-405x(94)90036-1.
Повний текст джерелаMatsuoka, Tarishi. "Imperfect interbank markets and the lender of last resort." Journal of Economic Dynamics and Control 36, no. 11 (November 2012): 1673–87. http://dx.doi.org/10.1016/j.jedc.2012.05.003.
Повний текст джерелаCheng, Andy Wui Wing, and 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, no. 02 (May 18, 2017): 1750014. http://dx.doi.org/10.1142/s021909151750014x.
Повний текст джерелаYang, Baochen, Zijian Wu, and Yunpeng Su. "The Determinants of the Nondefaultable Spreads of Corporate Bonds: Evidence from China." Discrete Dynamics in Nature and Society 2021 (July 1, 2021): 1–21. http://dx.doi.org/10.1155/2021/5595099.
Повний текст джерелаLiu, Kerry. "Some Preliminary Evidence on China’s New Monetary Policy Tool: The Standing Lending Facility." Review of Economics 70, no. 2 (September 25, 2019): 137–55. http://dx.doi.org/10.1515/roe-2019-0013.
Повний текст джерелаAlqaralleh, Huthaifa, Ahmad Al-Majali, and 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, no. 3 (January 21, 2021): 193. http://dx.doi.org/10.5430/ijfr.v12n3p193.
Повний текст джерелаAcharya, Viral V., Denis Gromb, and Tanju Yorulmazer. "Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking." American Economic Journal: Macroeconomics 4, no. 2 (April 1, 2012): 184–217. http://dx.doi.org/10.1257/mac.4.2.184.
Повний текст джерелаYoldas, Emre, and Zeynep Senyuz. "Financial stress and equilibrium dynamics in term interbank funding markets." Journal of Financial Stability 34 (February 2018): 136–49. http://dx.doi.org/10.1016/j.jfs.2018.01.002.
Повний текст джерелаPhilippas, Dionisis, Yiannis Koutelidakis, and Alexandros Leontitsis. "Insights into European interbank network contagion." Managerial Finance 41, no. 8 (August 10, 2015): 754–72. http://dx.doi.org/10.1108/mf-03-2014-0095.
Повний текст джерелаZappa, Paola, and 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 (March 2021): 125557. http://dx.doi.org/10.1016/j.physa.2020.125557.
Повний текст джерелаPolovina, Nereida, and 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, no. 1 (2023): 19–49. http://dx.doi.org/10.3934/qfe.2023002.
Повний текст джерелаAllen, Jason, Ali Hortaçsu, and Jakub Kastl. "Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress." American Economic Journal: Microeconomics 13, no. 2 (May 1, 2021): 243–75. http://dx.doi.org/10.1257/mic.20160287.
Повний текст джерелаDavies, Dick, David Hillier, Andrew Marshall, and King Fui Cheah. "Pricing Interest Rate Swaps in Malaysia." Review of Pacific Basin Financial Markets and Policies 07, no. 04 (December 2004): 493–507. http://dx.doi.org/10.1142/s0219091504000251.
Повний текст джерелаGonzález, Camilo, Luisa Silva, Carmiña Vargas, and Andrés M. Velasco. "Uncertainty in the Money Supply Mechanism and Interbank Markets in Colombia." Ensayos sobre Política Económica 32, no. 73 (2014): 36–49. http://dx.doi.org/10.1016/s0120-4483(14)70018-1.
Повний текст джерелаUpper, Christian. "Simulation methods to assess the danger of contagion in interbank markets." Journal of Financial Stability 7, no. 3 (August 2011): 111–25. http://dx.doi.org/10.1016/j.jfs.2010.12.001.
Повний текст джерелаLakdawala, Aeimit, Raoul Minetti, and María Pía Olivero. "Interbank markets and bank bailout policies amid a sovereign debt crisis." Journal of Economic Dynamics and Control 93 (August 2018): 131–53. http://dx.doi.org/10.1016/j.jedc.2018.01.035.
Повний текст джерелаHryckiewicz, Aneta, and Lukasz Kozlowski. "The consequences of liquidity imbalance: When net lenders leave interbank markets." Journal of Financial Stability 36 (June 2018): 82–97. http://dx.doi.org/10.1016/j.jfs.2018.02.002.
Повний текст джерелаBatubara, Maryam, Purnama Ramadani Silalahi , Muhammad Al Fazri, Aulia Monica, and Sakinah Sakinah. "Pasar Uang Berdasarkan Prinsip Syariah di Indonesia." VISA: Journal of Vision and Ideas 2, no. 1 (February 7, 2022): 110–18. http://dx.doi.org/10.47467/visa.v2i1.952.
Повний текст джерелаBatubara, Maryam, Purnama Ramadani Silalahi , Muhammad Al Fazri, Aulia Monica, and Sakinah Sakinah. "Pasar Uang Berdasarkan Prinsip Syariah di Indonesia." VISA: Journal of Vision and Ideas 2, no. 2 (February 7, 2022): 110–18. http://dx.doi.org/10.47467/visa.v2i2.952.
Повний текст джерелаBruno, Brunella, Enrico Onali, and Klaus Schaeck. "Market Reaction to Bank Liquidity Regulation." Journal of Financial and Quantitative Analysis 53, no. 2 (March 4, 2018): 899–935. http://dx.doi.org/10.1017/s0022109017001089.
Повний текст джерелаRossetti, Nara, Marcelo Seido Nagano, and 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, no. 42 (June 12, 2017): 99–128. http://dx.doi.org/10.1108/jefas-02-2017-0033.
Повний текст джерелаAllen, Franklin, Aneta Hryckiewicz, Oskar Kowalewski, and Günseli Tümer-Alkan. "Transmission of financial shocks in loan and deposit markets: Role of interbank borrowing and market monitoring." Journal of Financial Stability 15 (December 2014): 112–26. http://dx.doi.org/10.1016/j.jfs.2014.09.005.
Повний текст джерелаFREIXAS, XAVIER, and JOSÉ JORGE. "The Role of Interbank Markets in Monetary Policy: A Model with Rationing." Journal of Money, Credit and Banking 40, no. 6 (September 2008): 1151–76. http://dx.doi.org/10.1111/j.1538-4616.2008.00152.x.
Повний текст джерелаAcharya, Viral V., and Ouarda Merrouche. "Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis*." Review of Finance 17, no. 1 (June 28, 2012): 107–60. http://dx.doi.org/10.1093/rof/rfs022.
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