Identifying central bank liquidity super-spreaders in interbank funds networks

Author:

León Carlos,Machado Clara,Sarmiento Miguel

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance,Finance

Reference81 articles.

1. Imperfect competition in the interbank market for liquidity as a rationale for central banking;Acharya;Am. Econ. J.: Macroecon.,2012

2. Stressed, not frozen: the Federal Funds Market and the financial crisis;Afonso;J. Finance,2011

3. Trading Partners in the Interbank Lending Market;Afonso,2013

4. Statistical mechanics of complex networks;Albert;Rev. Mod. Phys.,2002

5. Financial contagion;Allen;J. Polit. Econ.,2000

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