Interbank Market Integration under Asymmetric Information

A-Tier
Journal: The Review of Financial Studies
Year: 2005
Volume: 18
Issue: 2
Pages: 459-490

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Cross-country bank lending appears to be subject to market imperfections leading to persistent interest rate differentials. In a model where banks need to cope with liquidity shocks by borrowing or by liquidating assets, we study the scope for international interbank market integration with unsecured lending when cross-country information is noisy. We find that an equilibrium with integrated markets need not always exist, and that it may coexist with one characterized by segmentation. A repo market reduces interest rate spreads and improves upon the segmentation equilibrium. However, it may destroy the unsecured integrated equilibrium. Copyright 2005, Oxford University Press.

Technical Details

RePEc Handle
repec:oup:rfinst:v:18:y:2005:i:2:p:459-490
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25