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Systemic liquidity risk index for Moroccan banking sector. (2014). Zakaria, Firano.
In: MPRA Paper.
RePEc:pra:mprapa:95344.

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  5. Baltensperger, E., 1980. Alternative approaches to the theory of the banking firm. Journal of Monetary Economics 6, 1–37 Basel Committee on Banking Supervision (BCBS), 2008, Principles for Sound Liquidity Risk Management and Supervision – Draft for Consultation Brunnermeier, M. and L. H. Pedersen (2009), “Market Liquidity and Funding Liquidity”, Review of Financial Studies vol. 22, pp. 2201-2238.

  6. Brunnermeier, M. K and L. H. Pedersen (2007), “Market Liquidity and Funding Liquidity,” CEPR Discussion Papers 6179, C.E.P.R. Discussion Papers Diamond, D. W. and Rajan, R. G. (2005). Liquidity shortages and banking crises'',Journal of Finance, Vol. 60 (2), 615-647.

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  11. Firano, zakaria & filali Adib, fatine, 2018. Competition and financial stability: a new paradigm, MPRA Paper 95167, University Library of Munich, Germany Goodhart, C. A. E., P. Sunirand, D. P. Tsomocos (2006), “A Model to Analyze Financial Fragility”, Economic Theory vol. 27, pp. 107-142.

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  13. IMF (2008), Global Financial Stability Report, April 2008.
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  14. Kobayashi, S., N. Nakamura, and K. Ohashi (2008), “Search-Based Liquidity Premium with Model Uncertainty: Search Model Meets Robust Control”, Proceedings of the AsianFA-NFA 2008 International Conference.
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  15. Repullo, R. (2005), “Liquidity, Risk Taking, and the Lender of Last Resort”, International Journal of Central Banking vol. 1, pp. 47-80.

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  5. Inside Liquidity in Competitive Markets. (2012). Zwart, Gijsbert ; Dubovik, Andrei ; Bijlsma, Michiel.
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  14. The price of liquidity: the effects of market conditions and bank characteristics. (2011). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg.
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  19. Amplification Mechanisms in Liquidity Crises. (2009). Krishnamurthy, Arvind.
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