Financial networks and bank liquidity

被引：8

作者：

Silva, Thiago Christiano ^{[1
,2
,3
]}

da Silva, Marcos Soares ^{[1
]}

Tabak, Benjamin Miranda ^{[3
]}

机构：

[1] Cent Bank Brazil, Dept Res, Setor Bancario Sul, Quadra 3,Bloco B, BR-70074900 Brasilia, DF, Brazil

[2] Univ Sao Paulo, Ribeirao Preto Sch Philosophy Sci & Literature, Dept Comp & Math, Av Bandeirantes 3900, BR-14040901 Ribeirao Preto, SP, Brazil

[3] Univ Catolica Brasilia, Dept Law & Econ, Campus Avancado Asa Norte,SGAN 916, BR-70790160 Brasilia, DF, Brazil

来源：

JOURNAL OF NETWORK THEORY IN FINANCE | 2016年 / 2卷 / 04期

关键词：

liquidity; core-periphery; network topology; financial stability; banking regulation; Basel III;

D O I：

10.21314/JNTF.2016.022

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

Our paper is the first to link bank liquidity performance and core-periphery network structures. We show that core-periphery structures can improve the liquidity performance of banks. We also find that network centrality plays a major role in bank liquidity performance. In particular, central players often display better liquidity performance than peripheral members. Our results are relevant for policy-making and financial regulation.

引用

页码：1 / 51

页数：51

共 50 条

[21] Systemic risk and liquidity rescue in complex financial networks: Pit hole and black hole of liquidity
He, Yi
Wu, Shan
Tong, Mu
[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 536
[22] Bank Liquidity and the War
Horsefield, J. K.
[J]. ECONOMICA-NEW SERIES, 1945, 12 (48): : 255 - 255
[23] Bank Liquidity and the War
Abbott, Charles C.
[J]. REVIEW OF ECONOMIC STATISTICS, 1946, 28 (01): : 48 - 51
[24] The cost of bank liquidity
Handorf W.C.
[J]. Journal of Banking Regulation, 2014, 15 (1) : 1 - 13
[25] Bank Liquidity Creation
Berger, Allen N.
Bouwman, Christa H. S.
[J]. REVIEW OF FINANCIAL STUDIES, 2009, 22 (09): : 3779 - 3837
[26] Bank liquidity creation and asset market liquidity
Chatterjee, Ujjal K.
[J]. JOURNAL OF FINANCIAL STABILITY, 2015, 18 : 139 - 153
[27] Liquidity Risk, Bank Networks, and the Value of Joining the Federal Reserve System
Anderson, Haelim
Calomiris, Charles W.
Jaremski, Matthew
Richardson, Gary
[J]. JOURNAL OF MONEY CREDIT AND BANKING, 2018, 50 (01) : 173 - 201
[28] Effects of macro-financial shocks on bank liquidity creation: evidence from Mongolia
Doojav, Gan-Ochir
Purevdorj, Munkhbayar
[J]. JOURNAL OF THE ASIA PACIFIC ECONOMY, 2024, 29 (03) : 1165 - 1190
[29] Political business cycle and bank liquidity creation in Ghana: the role of financial sector transparency
Gyeke-Dako, Agyapomaa
Nabieu, Gladys Awinpoak Abindaw
Kriese, Maryam
Kusi, Baah Aye
[J]. MACROECONOMICS AND FINANCE IN EMERGING MARKET ECONOMIES, 2023, 16 (03) : 428 - 446
[30] Bank loans, trade credit, and liquidity shortages of small businesses during the financial crisis☆
Tsuruta, Daisuke
[J]. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2023, 90

← 1 2 3 4 5 →