Relationship lending in the interbank market and the price of liquidity:
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Main Authors: | , |
---|---|
Format: | Book |
Language: | English |
Published: |
Frankfurt, M.
Dt. Bundesbank
2012
|
Series: | Discussion paper / Deutsche Bundesbank
Eurosystem 2012,22 |
Online Access: | Volltext Inhaltsverzeichnis |
Item Description: | Zsfassung in dt. u. engl. Sprache. - Online-Ausg. im Internet |
Physical Description: | 58 S. graph. Darst. |
ISBN: | 9783865588401 9783865588395 |
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Record in the Search Index
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adam_text | Titel: Relationship lending in the interbank market and the price of liquidity
Autor: Bräuning, Falk
Jahr: 2012
Contents
1 Introduction 1
2 Institutional Background 5
2.1 Liquidity and the Interbank Market ........................ 5
2.2 The German Banking System............................ 6
3 Data Description 7
3.1 Extracting Overnight Loans from Payment Data................. 7
3.2 Descriptive Analysis of the Panel Dataset..................... 9
4 Variables 11
4.1 Interbank Relationships............................... 11
4.2 Control Variables................................... 12
5 Regression Analysis 14
5.1 Matching Probabilities................................ 14
5.2 Interest Rates..................................... 17
5.2.1 The Precrisis Period............................. 21
5.3 Robustness and Extensions............................. 22
5.3.1 Different Relationship Variables....................... 22
5.3.2 Different Control Variables......................... 23
5.3.3 Selection Model................................ 24
5.3.4 Small Borrowers............................... 25
5.3.5 Relationship Lending and Banking Sector................. 26
6 Conclusion 26
A Figures 31
B Tables 34
|
any_adam_object | 1 |
author | Bräuning, Falk Fecht, Falko |
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collection | ebook |
ctrlnum | (OCoLC)812407325 (DE-599)BVBBV040506615 |
discipline | Wirtschaftswissenschaften |
format | Book |
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id | DE-604.BV040506615 |
illustrated | Illustrated |
indexdate | 2024-07-10T00:25:19Z |
institution | BVB |
isbn | 9783865588401 9783865588395 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025353237 |
oclc_num | 812407325 |
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owner | DE-355 DE-BY-UBR DE-12 DE-945 DE-188 |
owner_facet | DE-355 DE-BY-UBR DE-12 DE-945 DE-188 |
physical | 58 S. graph. Darst. |
psigel | ebook |
publishDate | 2012 |
publishDateSearch | 2012 |
publishDateSort | 2012 |
publisher | Dt. Bundesbank |
record_format | marc |
series2 | Discussion paper / Deutsche Bundesbank |
spelling | Bräuning, Falk Verfasser aut Relationship lending in the interbank market and the price of liquidity Falk Bräuning ; Falko Fecht Frankfurt, M. Dt. Bundesbank 2012 58 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank Eurosystem 2012,22 Zsfassung in dt. u. engl. Sprache. - Online-Ausg. im Internet Fecht, Falko Verfasser (DE-588)124768458 aut Deutsche Bundesbank Discussion paper Eurosystem ; 2012,22 (DE-604)BV040156046 2012,22 http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2012/2012_09_07_dkp_22.pdf?__blob=publicationFile Verlag kostenfrei Volltext HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025353237&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Bräuning, Falk Fecht, Falko Relationship lending in the interbank market and the price of liquidity |
title | Relationship lending in the interbank market and the price of liquidity |
title_auth | Relationship lending in the interbank market and the price of liquidity |
title_exact_search | Relationship lending in the interbank market and the price of liquidity |
title_full | Relationship lending in the interbank market and the price of liquidity Falk Bräuning ; Falko Fecht |
title_fullStr | Relationship lending in the interbank market and the price of liquidity Falk Bräuning ; Falko Fecht |
title_full_unstemmed | Relationship lending in the interbank market and the price of liquidity Falk Bräuning ; Falko Fecht |
title_short | Relationship lending in the interbank market and the price of liquidity |
title_sort | relationship lending in the interbank market and the price of liquidity |
url | http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2012/2012_09_07_dkp_22.pdf?__blob=publicationFile http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025353237&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV040156046 |
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