Bank for International Settlements Communications

DMCA

Bank for International Settlements Communications (2010)

Cached

Download Links

[www.bis.org]

by Ben Craig , Goetz Von Peter , Ben Craig , Goetz Von Peter Y

Citations

1241	Bank runs, deposit insurance, and liquidity - Diamond, Dybvig - 1983
1075	Centrality in social networks conceptual clarification - Freeman
439	Financial contagion - Allen, Gale - 2000
220	Debt Maturity Structure and Liquidity Risk”, Quarterly - Diamond - 1991
216	Connections: An Introduction to the Economics of Networks - Goyal - 2007
212	Hierarchical organization in complex networks - Ravasz, Barabasi - 2003
203	Systemic risk, interbank relations and liquidity provision by the central bank - Freixas, Parigi, et al. - 2000
196	Pajek – analysis and visualization of large networks - Batagelj, Mrvar
189	Preference Shocks, Liquidity and Central Bank Policy’, in W. Barnett and K. Singleton (eds), ‘New Approaches to Monetary Economics’, - Bhattacharya, Gale - 1987
124	Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? European Economic Review 48:4 - Upper, Worms - 2004
98	Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns - Mistrulli - 2011
97	Credit-worthiness test and interbank competition, - Broecker - 1990
86	Financial Networks: Contagion, Commitment, and Private Sector Bailouts - Leitner - 2005
73	Farzin Maghoul, Prabhakar Raghavan, Sridhar Rajagopalan, Raymie Stata, Andrew - Broder, Kumar - 2000
69	Liquidity provision, Banking, and the Allocation of Interest Rate Risk - Hellwig - 1994
68	A non-cooperative model of network formation. Econometrica - Bala, Goyal - 2000
57	Interbank Market Integration under Asymmetric Information - Freixas, Holthausen - 2005
42	Lending relationships in the interbank market. - Cocco, Gomes, et al. - 2009
38	Structural holes in social networks. - Goyal, Vega-Redondo - 2007
35	2007): “Identifying Community Structures from Network Data via Maximum Likelihood Methods - Copic, Jackson, et al.
31	Bank Networks and Monetary Policy Transmission - Ehrmann, Worms - 2004
25	Delegated Monitors, Large and Small: Germany’s Banking System, - Guinnane - 2002
24	Core and periphery in networks. - Hojman, Szeidl - 2008
20	Deposit insurance and money market freezes. - Bruche, Suarez - 2010
18	Models of Core/Periphery Structures.” Social Networks 21:375-395 - Borgatti, Everett - 1999
16	The large-small bank dichotomy in the federal funds market - Allen, Saunders - 1986
15	Delinquent networks - Ballester, Calvo-Armengol, et al. - 2010
14	2008) “Microeconomics of Banking, second edition - Freixas, Rochet
9	The Eurodollar market and monetary theory - Niehans, Hewson - 1976
8	intermediaries and the saving-investment process. - Gurley, Shaw - 1956
7	Payments Settlement: Tiering in Private and Public Systems” - Kahn, Roberds - 2009
7	Louzoun Y (2007) Self-emergence of knowledge trees: Extraction of the Wikipedia hierarchies - Muchnik, Itzhack, et al.
6	Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks - Kirman, Markose, et al.
5	Interbank exposures: quantifying the risk of contagion - Furne - 2003
5	2008), "Social and Economic Networks - Matthew
4	Enghin Atalay (2010). “The Topology of the Federal - Bech
4	A micro model of the federal funds market. The Journal of Finance 40 - Ho, Saunders - 1984
4	The topology of interbank payment ‡ows. Physica A 379 - Soramäki, Bech, et al. - 2007
3	Summer and Stefan Thurner 2004, "Network Topology of the Interbank Market", Quantitative Finance 4 - Boss, Elsinger, et al.
3	The Role of Central Bank Money - CPSS
3	Falko Fecht, and Julia von Borstel, 2010, "Network Properties of the German Interbank Loans," unpublished manuscript - Craig
3	Interbank Borrowing and Two-Tier Banking", Banks and Bank Systems 1/2008 - Qi - 2008
3	and Kimmo Soramäki, 2009, The Sterling Unsecured Loan Market during 2006—2008: insights from Network Topology - Wetherilt, Zimmerman
2	The formation of …nancial networks - Babus - 2009
2	Over-the-counter markets", Econometrica 73(6 - Du¢, Darrell, et al. - 2005
2	2009, "Emergence of networks in large-value payment systems", Working Paper 027-08, Centre for Computational Finance and Economic Agents - Galbiati, Giansante