Lending relationships in the interbank market

By João F. Cocco, Francisco Gomes, Nuno C. Martins. 2003

472 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/aec4c705f29eb98a8a2a4339aaf9d840817e63e6

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Citations in the corpus

Financial Crises: Theory and Evidence (2009, background): “Dasgupta (2004) also explores how linkages between banks, represented by crossholding of deposits, can be a source of contagious breakdowns.”
Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform (2015, background): “The empirical ndings of Cocco et al. (2009) also show that relationships between banks are important factors to explain di erences in interest rates.”
The formation of financial networks: XXX (2013, unknown): “Cocco et al. (2003) present empirical evidence for lending relationships existent on the Portuguese interbank market.”
Interbank Tiering and Money Center Banks (2010, unknown): “Balance sheet variables also help predict interbank relations in other studies (Cocco et al. 2009), with implications for overall market structure.”
Efficiency and Stability of a Financial Architecture with Too-Interconnected-to-Fail Institutions (2017, unknown): “Eisenberg and Noe (2001) and Iori, Jafarey, and Padilla (2006) use exogenous exposures; Upper and Worms (2004) and Wells (2004) approximate unobservable bilateral exposures based on balance-sheet information of banks in Germany and United Kingdom respectively; Elliott, Golub, and Jackson (2012) and ”
Simulation methods to assess the danger of contagion in interbank markets (2011, background): “…two properties mean that ME will not be able to reproduce a number of stylised facts on interbank markets such as the sparseness of X or tiering.17 For example, Cocco et al. (2005) and Guerrero-Gómez and Lopez-Gallo (2004) show that banks transact only with a limited subset of all other banks.”
Networks in Finance (2008, unknown): “Cocco et al. (2005) present empirical evidence for lending relationships existing on the Portuguese interbank market.”
Post-Mortem Examination of the International Financial Network (2012, unknown): “1 to investigate the structural properties of domestic (e.g. Cocco et al., 2009) and cross-border interbank networks (e.g. von Peter, 2007).”
Do Interbank Customer Relationships Exist? And How Did They Function in the Crisis? Learning from Italy (2012, unknown): “My indexes are similar to those computed by Furfine (2001); Cocco et al. (2009); and in general to those extensively utilized in the literature on bank-firm customer relationships (e.g. Elsas, 2005).”
Filling in the blanks: network structure and interbank contagion (2014, background): “But we do know that interbank networks are typically sparse, because interbank activity is based on relationships (Cocco et al. 2009) and smaller banks use a limited set of money center banks as intermediaries (Craig and von Peter 2014).”