Multiple equilibrium overnight rates in a dynamic interbank market game

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Multiple equilibrium overnight rates in a dynamic interbank market game

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Tapking, Jens

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Jens Tapking

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Article provided by Elsevier in its journal Games and Economic Behavior.

Volume (Year): 56 (2006)
Issue (Month): 2 (August)
Pages: 350-370
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Handle: RePEc:eee:gamebe:v:56:y:2006:i:2:p:350-370

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Paper
- Tapking, Jens, 2003. "Multiple equilibrium overnight rates in a dynamic interbank market game," Discussion Paper Series 1: Economic Studies 2003,04, Deutsche Bundesbank, Research Centre. [Downloadable!]
- Jens Tapking, 2004. "Multiple equilibrium overnight rates in a dynamic interbank market game," Finance 0409018, EconWPA. [Downloadable!]
- Jens Tapking, 2004. "Multiple equilibrium overnight rates in a dynamic interbank market game," Finance 0409042, EconWPA. [Downloadable!]

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

Ho, Thomas S Y & Saunders, Anthony, 1985. " A Micro Model of the Federal Funds Market," Journal of Finance, American Finance Association, vol. 40(3), pages 977-88, July. [Downloadable!] (restricted)
Butnariu, Dan & Klement, Erich Peter, 1996. "Core, Value and Equilibria for Market Games: On a Problem of Aumann and Shapley," International Journal of Game Theory, Springer, vol. 25(2), pages 149-60.
Hart, Sergiu & Mas-Colell, Andreu, 1996. "Bargaining and Value," Econometrica, Econometric Society, vol. 64(2), pages 357-80, March. [Downloadable!] (restricted)
Other versions:
- Sergiu Hart & Andreu Mas-Colell, 1994. "Bargaining and Value," Economics Working Papers 114, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 1995. [Downloadable!]
Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The microstructure of the euro money market," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 895-948, November. [Downloadable!] (restricted)
Other versions:
- Michele Manna & Philipp Hartmann & Andres Manzanares, 2001. "The microstructure of the Euro money market," Working Paper Series 080, European Central Bank. [Downloadable!]
- Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The Microstructure of the Euro Money Market," CEPR Discussion Papers 3081, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Paolo Angelini, 2002. "Liquidity and Announcement Effects in the Euro Area," Temi di discussione (Economic working papers) 451, Bank of Italy, Economic Research Department. [Downloadable!]
Other versions:
- Paolo Angelini, 2008. "Liquidity And Announcement Effects In The Euro Area," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 67(1), pages 1-20, March.
Quiro, G.P. & Mendizabal, H.R., 2001. "The Daily Market for Funds in Europe: Has Something Changed with the EMU," Papers 67, Quebec a Montreal - Recherche en gestion.
Other versions:
- Gabriel Pérez Quirós & Hugo Rodríguez, 2000. "The Daily Market for Funds in Europe: Has Something Changed with the EMU?," Economics Working Papers 474, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
- Hugo Rodriguez Mendizabal & Gabriel Perez-Quiros, 2001. "The daily market for funds in Europe: has something changed with the EMU?," Working Paper Series 067, European Central Bank. [Downloadable!]
repec:fth:bfdipa:8/2001 is not listed on IDEAS
Jens Tapking, 2004. "The Eurosystem’s Standing Facilities in a General Equilibrium Model of the European Interbank Market," Finance 0409019, EconWPA. [Downloadable!]
Other versions:
- Tapking, Jens, 2002. "The Eurosystem's Standing Facilities in a General Equilibrium Model of the European Interbank Market," Discussion Paper Series 1: Economic Studies 2002,20, Deutsche Bundesbank, Research Centre. [Downloadable!]
Välimäki, Tuomas, 2001. "Fixed rate tenders and the overnight money market equilibrium," Research Discussion Papers 8/2001, Bank of Finland. [Downloadable!]

Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Schanz, Jochen, 2009. "How do different models of foreign exchange settlement influence the risks and benefits of global liquidity management?," Bank of England working papers 374, Bank of England. [Downloadable!]

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