Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124128407> ?p ?o ?g. }
- W3124128407 abstract "This paper studies over-the-counter (OTC) trading in the unsecured interbank market for euro funds. The goal of our analysis is to identify the determinants of the probability of trading, the bilateral rate and the quantity exchanged during the European sovereign debt crisis. We show how the specific features of this market bring to a non-standard estimation framework. A dyadic econometric model with shadow rates is proposed to control for possibly endogenous matching with the counterparty. A unique dataset containing banks characteristics and bilateral trades is built and used to study the evolution of trading patterns. The estimates bring mild evidence towards the existence of shadow rates. Active monitoring decreased market access to low equity and illiquid borrowers, while dispersion in rates and quantities is mainly driven by banks' nationality, especially during the peak of the crisis." @default.
- W3124128407 created "2021-02-01" @default.
- W3124128407 creator A5052629451 @default.
- W3124128407 date "2017-01-01" @default.
- W3124128407 modified "2023-09-25" @default.
- W3124128407 title "Pairwise Trading in the Money Market During the European Sovereign Debt Crisis" @default.
- W3124128407 cites W1003977638 @default.
- W3124128407 cites W1542095866 @default.
- W3124128407 cites W1544766717 @default.
- W3124128407 cites W1704336425 @default.
- W3124128407 cites W1888074895 @default.
- W3124128407 cites W1892459126 @default.
- W3124128407 cites W1953461544 @default.
- W3124128407 cites W1966616772 @default.
- W3124128407 cites W1979959162 @default.
- W3124128407 cites W2001378701 @default.
- W3124128407 cites W2071853825 @default.
- W3124128407 cites W2090756757 @default.
- W3124128407 cites W2099272209 @default.
- W3124128407 cites W2114160242 @default.
- W3124128407 cites W2124847849 @default.
- W3124128407 cites W2138717870 @default.
- W3124128407 cites W2148999079 @default.
- W3124128407 cites W2149347298 @default.
- W3124128407 cites W2153705321 @default.
- W3124128407 cites W2195136954 @default.
- W3124128407 cites W2212440000 @default.
- W3124128407 cites W2268432995 @default.
- W3124128407 cites W2292872193 @default.
- W3124128407 cites W2384471018 @default.
- W3124128407 cites W2528367449 @default.
- W3124128407 cites W2535935936 @default.
- W3124128407 cites W2565725955 @default.
- W3124128407 cites W2586625281 @default.
- W3124128407 cites W2592451575 @default.
- W3124128407 cites W2599777848 @default.
- W3124128407 cites W2599912519 @default.
- W3124128407 cites W2603395411 @default.
- W3124128407 cites W2623269532 @default.
- W3124128407 cites W2624417682 @default.
- W3124128407 cites W2731845032 @default.
- W3124128407 cites W2740038778 @default.
- W3124128407 cites W2760863020 @default.
- W3124128407 cites W2761660319 @default.
- W3124128407 cites W2761791081 @default.
- W3124128407 cites W2768629011 @default.
- W3124128407 cites W2770121830 @default.
- W3124128407 cites W2949328869 @default.
- W3124128407 cites W2951332104 @default.
- W3124128407 cites W2951640163 @default.
- W3124128407 cites W2952115483 @default.
- W3124128407 cites W2952340266 @default.
- W3124128407 cites W3022455051 @default.
- W3124128407 cites W3121584252 @default.
- W3124128407 cites W3121944464 @default.
- W3124128407 cites W3121972391 @default.
- W3124128407 cites W3122123573 @default.
- W3124128407 cites W3122310385 @default.
- W3124128407 cites W3122370686 @default.
- W3124128407 cites W3122555438 @default.
- W3124128407 cites W3122722761 @default.
- W3124128407 cites W3123366428 @default.
- W3124128407 cites W3123528557 @default.
- W3124128407 cites W3123601411 @default.
- W3124128407 cites W3123619972 @default.
- W3124128407 cites W3123942245 @default.
- W3124128407 cites W3124314563 @default.
- W3124128407 cites W3124549986 @default.
- W3124128407 cites W3124792795 @default.
- W3124128407 cites W3124973508 @default.
- W3124128407 cites W3125143552 @default.
- W3124128407 cites W3125176278 @default.
- W3124128407 cites W3125362675 @default.
- W3124128407 cites W3125477114 @default.
- W3124128407 cites W3125535981 @default.
- W3124128407 cites W3125621880 @default.
- W3124128407 cites W3125946063 @default.
- W3124128407 cites W590490616 @default.
- W3124128407 doi "https://doi.org/10.2139/ssrn.3084059" @default.
- W3124128407 hasPublicationYear "2017" @default.
- W3124128407 type Work @default.
- W3124128407 sameAs 3124128407 @default.
- W3124128407 citedByCount "12" @default.
- W3124128407 countsByYear W31241284072018 @default.
- W3124128407 countsByYear W31241284072022 @default.
- W3124128407 crossrefType "journal-article" @default.
- W3124128407 hasAuthorship W3124128407A5052629451 @default.
- W3124128407 hasBestOaLocation W31241284072 @default.
- W3124128407 hasConcept C10138342 @default.
- W3124128407 hasConcept C105795698 @default.
- W3124128407 hasConcept C106159729 @default.
- W3124128407 hasConcept C120527767 @default.
- W3124128407 hasConcept C139719470 @default.
- W3124128407 hasConcept C144133560 @default.
- W3124128407 hasConcept C162324750 @default.
- W3124128407 hasConcept C175025494 @default.
- W3124128407 hasConcept C17744445 @default.
- W3124128407 hasConcept C184898388 @default.
- W3124128407 hasConcept C18547055 @default.
- W3124128407 hasConcept C186229450 @default.