“...In this paper we develop a model of an order-driven market where traders set bids and asks and post market or limit orders according to exogenously fixed...”

“...We simulate interbank lending. Each bank faces fluctuations in liquid assets and stochastic investment opportunities that mature with delay, creating the risk...”

“...In this paper, we introduce a model of interbank trading with memory. The memory mechanism is used to introduce a proxy of trust in the model. The key idea is...”

“...This paper empirically explores the effect of bank lending relationships in the interbank market. We use data from the e-MID market that represents the only...”

“...This paper studies the effects of pre-trade quote transparency on spread, price discovery and liquidity in an artificial limit order market with heterogeneous...”

“...This paper studies the relationship between bank characteristics, such as size, nationality, operating currency and sovereign debt in the parent country, and...”

“...This paper investigates the effect of hedging strategies on the so-called pinning effect, i.e. the tendency of stock's prices to close near the strike price of...”

“...We present a study of the European electronic interbank market of overnight lending (e-MID) before and after the beginning of the financial crisis. The main...”

“...We develop a macroeconomic agent-based model that consists of firms, banks, unions and households who interact on labour, goods, credit and interbank markets...”

“...•The paper empirically investigates the role of banks’ network centrality in the e-Mid interbank market on their funding rates.•We show that interbank spreads...”