City Research Online

Items where Author is "Kapar, B."

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Kapar, B., Iori, G. ORCID: 0000-0001-9443-9353, Gabbi, G. & Germano, G. (2020). Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis. Journal of Economic Interaction and Coordination, 15(1), pp. 283-331. doi: 10.1007/s11403-019-00248-3

Iori, G., Kapar, B. & Olmo, J. (2015). Bank characteristics and the interbank money market: a distributional approach. Studies In Nonlinear Dynamics And Econometrics, 19(3), pp. 249-283. doi: 10.1515/snde-2014-0030


Iori, G., Kapar, B. & Olmo, J. (2012). The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation (12/03). London, UK: Department of Economics, City University London.

Kapar, B. & Olmo, J. (2011). The determinants of credit default swap spreads in the presence of structural breaks and counterparty risk (11/02). London, UK: Department of Economics, City University London.


Kapar, B. (2013). The effects of 2007-2008 crisis on the CDS and the interbank markets: Empirical investigations. (Unpublished Doctoral thesis, City University London)

Working Paper

Alfarno, S., Banal-Estanol, A., Camacho, E. , Iori, G. ORCID: 0000-0001-9443-9353 & Kapar, B. (2019). Centralized vs Decentralized Markets in the Laboratory: The Role of Connectivity. City, University of London.

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