Liquidity, Moral Hazard, and Interbank Market Collapse

B-Tier
Journal: International Journal of Central Banking
Year: 2009
Volume: 5
Issue: 4
Pages: 51-86

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

This paper proposes a framework to analyze the functioning of the interbank liquidity market and the occurrence of liquidity crises.

Technical Details

RePEc Handle
repec:ijc:ijcjou:y:2009:q:4:a:3
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25