Measures of interbank market structure: an application to Brazil

Detalhes bibliográficos
Autor(a) principal: Eui Jung, Chang
Data de Publicação: 2008
Outros Autores: Lima, Eduardo José Araújo, Guerra, Solange Maria, Tabak, Benjamin Miranda
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UCB
Texto Completo: http://twingo.ucb.br:8080/jspui/handle/10869/288
https://repositorio.ucb.br:9443/jspui/handle/123456789/7423
Resumo: Many authors emphasize the importance of market structure in the definition of financial fragility; however, a study estimating the degree of completeness and heterogeneity of specific markets is still missing. In this paper, we address this issue. The paper contributes to the contagion literature by proposing measures of completeness and concentration degrees or heterogeneity amongst financial markets. Besides the essentially methodological contribution, we present some empirical results for the Brazilian interbank market.
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spelling Eui Jung, ChangLima, Eduardo José AraújoGuerra, Solange MariaTabak, Benjamin Miranda2016-10-10T03:51:26Z2016-10-10T03:51:26Z2008-11http://twingo.ucb.br:8080/jspui/handle/10869/288https://repositorio.ucb.br:9443/jspui/handle/123456789/7423Many authors emphasize the importance of market structure in the definition of financial fragility; however, a study estimating the degree of completeness and heterogeneity of specific markets is still missing. In this paper, we address this issue. The paper contributes to the contagion literature by proposing measures of completeness and concentration degrees or heterogeneity amongst financial markets. Besides the essentially methodological contribution, we present some empirical results for the Brazilian interbank market.Made available in DSpace on 2016-10-10T03:51:26Z (GMT). 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dc.title.pt_BR.fl_str_mv Measures of interbank market structure: an application to Brazil
title Measures of interbank market structure: an application to Brazil
spellingShingle Measures of interbank market structure: an application to Brazil
Eui Jung, Chang
Systemic Risk
Financial Contagion
Incomplete Markets
Banking Interconnections
Interbank Market
title_short Measures of interbank market structure: an application to Brazil
title_full Measures of interbank market structure: an application to Brazil
title_fullStr Measures of interbank market structure: an application to Brazil
title_full_unstemmed Measures of interbank market structure: an application to Brazil
title_sort Measures of interbank market structure: an application to Brazil
author Eui Jung, Chang
author_facet Eui Jung, Chang
Lima, Eduardo José Araújo
Guerra, Solange Maria
Tabak, Benjamin Miranda
author_role author
author2 Lima, Eduardo José Araújo
Guerra, Solange Maria
Tabak, Benjamin Miranda
author2_role author
author
author
dc.contributor.author.fl_str_mv Eui Jung, Chang
Lima, Eduardo José Araújo
Guerra, Solange Maria
Tabak, Benjamin Miranda
dc.subject.por.fl_str_mv Systemic Risk
Financial Contagion
Incomplete Markets
Banking Interconnections
Interbank Market
topic Systemic Risk
Financial Contagion
Incomplete Markets
Banking Interconnections
Interbank Market
dc.description.abstract.por.fl_txt_mv Many authors emphasize the importance of market structure in the definition of financial fragility; however, a study estimating the degree of completeness and heterogeneity of specific markets is still missing. In this paper, we address this issue. The paper contributes to the contagion literature by proposing measures of completeness and concentration degrees or heterogeneity amongst financial markets. Besides the essentially methodological contribution, we present some empirical results for the Brazilian interbank market.
dc.description.version.pt_BR.fl_txt_mv Sim
dc.description.status.pt_BR.fl_txt_mv Publicado
description Many authors emphasize the importance of market structure in the definition of financial fragility; however, a study estimating the degree of completeness and heterogeneity of specific markets is still missing. In this paper, we address this issue. The paper contributes to the contagion literature by proposing measures of completeness and concentration degrees or heterogeneity amongst financial markets. Besides the essentially methodological contribution, we present some empirical results for the Brazilian interbank market.
publishDate 2008
dc.date.issued.fl_str_mv 2008-11
dc.date.accessioned.fl_str_mv 2016-10-10T03:51:26Z
dc.date.available.fl_str_mv 2016-10-10T03:51:26Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
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dc.identifier.uri.fl_str_mv http://twingo.ucb.br:8080/jspui/handle/10869/288
https://repositorio.ucb.br:9443/jspui/handle/123456789/7423
url http://twingo.ucb.br:8080/jspui/handle/10869/288
https://repositorio.ucb.br:9443/jspui/handle/123456789/7423
dc.language.iso.fl_str_mv eng
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