Variations in Market Liquidity and the Intraday Interest Rate-Reference-Cited by-同舟云学术

Variations in Market Liquidity and the Intraday Interest Rate

Published:2017-05-17 Issue:4 Volume:49 Page:733-765
ISSN:0022-2879
Container-title:Journal of Money, Credit and Banking
language:en
Short-container-title:Journal of Money, Credit and Banking

Author:

ABBASSI PURIYA,FECHT FALKO,TISCHER JOHANNES

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/jmcb.12396/fullpdf

Reference47 articles.

1. Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking;Acharya;American Economic Journal: Macroeconomics,2012

2. Asset Pricing with Liquidity Risk;Acharya;Journal of Financial Economics,2005

3. Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis;Afonso;Journal of Finance,2011

4. Agueci , Paul Leyla Alkan Adam Copeland Issac Davis Antoine Martin Kate Pingitore Caroline Prugar Tyisha Rivas 2014 A Primer on the GCF Repo Service

5. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects;Amihud;Journal of Financial Markets,2002

Cited by 14 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal Dynamic Clearing for Interbank Payments;Management Science;2024-06-27

2. Liquidity Risk and Funding Cost;Review of Finance;2022-03-25

3. Unsecured and Secured Funding;Journal of Money, Credit and Banking;2021-07-20

4. Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID;Journal of Risk and Financial Management;2021-05-08

5. Tales of tails: Jumps in currency markets;Journal of Financial Markets;2020-03