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Description
  • This paper focuses on the development of the interbank market risk premium in the Czech Republic during the global financial crisis. We explain the significant departure of interbank interest rates from the key monetary policy rate by a combination of different factors, including liquidity risk, counterparty risk, foreign influence, interbank relations, and strategic behavior. The results suggest a relevant role of market factors and some importance of counterparty risk.
  • This paper focuses on the development of the interbank market risk premium in the Czech Republic during the global financial crisis. We explain the significant departure of interbank interest rates from the key monetary policy rate by a combination of different factors, including liquidity risk, counterparty risk, foreign influence, interbank relations, and strategic behavior. The results suggest a relevant role of market factors and some importance of counterparty risk. (en)
Title
  • Explaining the Czech interbank market risk premium
  • Explaining the Czech interbank market risk premium (en)
skos:prefLabel
  • Explaining the Czech interbank market risk premium
  • Explaining the Czech interbank market risk premium (en)
skos:notation
  • RIV/00216208:11230/14:10283471!RIV15-MSM-11230___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GAP403/10/1235), S
http://linked.open...iv/cisloPeriodika
  • 4
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 16069
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11230/14:10283471
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • risk premium; liquidity risk; interbank market; counterparty risk (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • NL - Nizozemsko
http://linked.open...ontrolniKodProRIV
  • [4A5980611C51]
http://linked.open...i/riv/nazevZdroje
  • Economic Systems
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 38
http://linked.open...iv/tvurceVysledku
  • Geršl, Adam
  • Lešanovská, Jitka
http://linked.open...ain/vavai/riv/wos
  • 000347364100006
issn
  • 0939-3625
number of pages
http://bibframe.org/vocab/doi
  • 10.1016/j.ecosys.2014.10.001
http://localhost/t...ganizacniJednotka
  • 11230
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