Browsing ECO Working Papers by Subject "Interbank market"

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Browsing ECO Working Papers by Subject "Interbank market"

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    Title: Credit Market Competition and Liquidity Crises  Author(s): CARLETTI, Elena; LEONELLO, Agnese Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We develop a two-period model where banks invest in reserves and loans, and are subject to aggregate liquidity shocks. When banks face a a shortage of liquidity, they can sell loans on the interbank market. Two types of ...