Liquidity hoarding and interbank market rates: The role of counterparty risk

By Florian Heider, Marie Hoerova, Cornelia Holthausen. 2015

266 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/605245c9d9f5e2492fa81aae64ba7414eb327069

Citations in the corpus

• Self-Fulfilling Liquidity Dry-Ups (2014, unknown): “Unusual hoarding behaviors have also been widely observed: from August 2007, UK banks have increased their liquidity buffers by 30% (Acharya and Merrouche, 2009); from September 2008, there has been a dramatic increase in the excess reserves of European banks (Heider et al., 2010), and of US major d”