Network centrality and funding rates in the e-MID interbank market
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DOI: 10.1016/j.jfs.2016.11.003
Abstract: This paper empirically investigates the role of banks’ network centrality in the interbank market on their funding rates. Specifically we analyze transaction data from the e-MID market, the only electronic interbank market in the Euro… read more here.
Keywords: network centrality; funding rates; interbank market; network ... See more keywords