Thesis
The emergence of interbank exposure networks: an empirical analysis and game theoretical models
- Abstract:
-
This thesis studies the emergence of financial exposures between banks and introduces a novel game of financial network formation. It shows empirically that governance structures influence how banks use the interbank market to manage liquidity and that strategic factors are additional drivers of interbank lending for private banks (Ch. 2). It further develops a model of optimal bank behaviour in the absence of liquidity shocks considering the effect of an exogenous bailout probability (Ch....
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Authors
Contributors
+ Reed-Tsochas, F
- Institution:
- University of Oxford
- Division:
- SSD
- Department:
- Said Business School
- Role:
- Supervisor
+ Young, H
- Institution:
- University of Oxford
- Division:
- SSD
- Department:
- Economics
- Role:
- Supervisor
+ Shapiro, J
- Institution:
- University of Oxford
- Division:
- SSD
- Department:
- Said Business School
- Role:
- Examiner
+ Gai, P
- Department:
- University of Auckland
- Role:
- Examiner
+ The Institute for New Economic Thinking at the Oxford Martin School
More from this funder
- Funding agency for:
- Reed-Tsochas, F
- DOI:
- Type of award:
- DPhil
- Level of award:
- Doctoral
- Awarding institution:
- University of Oxford
- Language:
-
English
- Subjects:
- UUID:
-
uuid:2cb47a08-3802-4bfc-b5a0-14af82521909
- Deposit date:
-
2016-09-30
Terms of use
- Copyright holder:
- Krause, J
- Copyright date:
- 2015
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