Bank stability in the uncollateralised overnight interbank market: A topological analysis
(2023)
Journal Article
Bai, Y., Weiss, P., Murinde, V., & Green, C. J. (2023). Bank stability in the uncollateralised overnight interbank market: A topological analysis. International Review of Economics and Finance, 88, 1223-1246. https://doi.org/10.1016/j.iref.2023.07.063
We study the topology characteristics of the Kenyan overnight interbank market and their impacts on bank stability. Our intraday transaction dataset covers 2003 to 2012, including six major liquidity shocks. We uncover new results that the Kenyan int... Read More about Bank stability in the uncollateralised overnight interbank market: A topological analysis.