This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
The Intraday Liquidity Management Game Author info | Abstract | Publisher info | Download info | Related research | Statistics Morten Bech (Danmarks Nationalbank, Copenhagen)
Rod Garratt (University of California, Santa Barbara)
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Paper provided by Department of Economics, UC Santa Barbara in its series University of California at Santa Barbara, Economics Working Paper Series with number
18-01.
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Length:
Date of creation: 20 Dec 2001Date of revision:
Handle: RePEc:cdl:ucsbec:18-01Note: oai:cdlib1:Contact details of provider: Postal: 2127 North Hall, Santa Barbara, CA 93106-9210 Phone: (805) 893-3670 Fax: (805) 893-8830 Web page: http://repositories.cdlib.org/ucsbecon/dwp/ More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Intraday ; Liquidity ; Management ; Game ; Other versions of this item:
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.: Heidi Willmann Richards, 1995.
"Daylight overdraft fees and the Federal Reserve's payment system risk policy ,"
Federal Reserve Bulletin ,
Board of Governors of the Federal Reserve System (U.S.), issue Dec, pages 1065-1077.
John C. Harsanyi & Reinhard Selten, 1988.
"A General Theory of Equilibrium Selection in Games ,"
MIT Press Books ,
The MIT Press,
edition 1, volume 1, number 0262582384, January.
Angelini, Paolo, 2000.
"Are Banks Risk Averse? Intraday Timing of Operations in the Interbank Market ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 32(1), pages 54-73, February.
Ruilin Zhou, 2000.
"Understanding intraday credit in large-value payment systems ,"
Economic Perspectives ,
Federal Reserve Bank of Chicago, issue Q III, pages 29-44.
[Downloadable!]
Angelini, Paolo, 1998.
"An analysis of competitive externalities in gross settlement systems ,"
Journal of Banking & Finance ,
Elsevier, vol. 22(1), pages 1-18, January.
[Downloadable!] (restricted)
James McAndrews & Samira Rajan, 2000.
"The timing and funding of Fedwire funds transfers ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue Jul, pages 17-32.
[Downloadable!]
Kobayakawa, Shuji, 1997.
"The Comparative Analysis of Settlement Systems ,"
CEPR Discussion Papers
1667, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Bech , Morten L. & Soramäki, Kimmo, 2001.
"Gridlock Resolution in Interbank Payment Systems ,"
Research Discussion Papers
9/2001, Bank of Finland.
[Downloadable!]
Pauli, Ralf, 2000.
"Payments Remain Fundamental for Banks and Central Banks ,"
Research Discussion Papers
6/2000, Bank of Finland.
[Downloadable!]
Jim Dingle, 1998.
"The LVTS-Canada's large-value transfer system ,"
Bank of Canada Review ,
Bank of Canada, vol. 1998(Autumn), pages 39-55.
[Downloadable!]
Furfine, Craig H & Stehm, Jeff, 1998.
"Analyzing Alternative Intraday Credit Policies in Real-Time Gross Settlement Systems ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 30(4), pages 832-48, November.
Charness, Gary, 2000.
"Self-Serving Cheap Talk: A Test Of Aumann's Conjecture ,"
Games and Economic Behavior ,
Elsevier, vol. 33(2), pages 177-194, November.
[Downloadable!] (restricted)
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.)
Huberto M. Ennis & Todd Keister, 2008.
"Understanding monetary policy implementation ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Sum, pages 235-263.
[Downloadable!]
Olivier Armantier & Jeffrey Arnold & James McAndrews, 2008.
"Changes in the timing distribution of Fedwire funds transfers ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue Sep, pages 83-112.
[Downloadable!]
Leinonen, Harry & Soramäki, Kimmo, 2003.
"Simulating interbank payment and securities settlement mechanisms with the BoF-PSS2 simulator ,"
Research Discussion Papers
23/2003, Bank of Finland.
[Downloadable!]
Huberto M. Ennis & John A. Weinberg, 2007.
"Interest on reserves and daylight credit ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Spr, pages 111-142.
[Downloadable!]
David C. Mills, Jr., 2005.
"Alternative central bank credit policies for liquidity provision in a model of payments ,"
Finance and Economics Discussion Series
2005-55, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
David C. Mills, 2004.
"Alternative Central Bank Credit Policies for Liquidity Provision in a Model of Payments ,"
Econometric Society 2004 North American Summer Meetings
155, Econometric Society.
Mills, David Jr., 2006.
"Alternative central bank credit policies for liquidity provision in a model of payments ,"
Journal of Monetary Economics ,
Elsevier, vol. 53(7), pages 1593-1611, October.
[Downloadable!] (restricted) Bhattacharya, Joydeep & Haslag, Joseph & Martin, Antoine, 2007.
"Why Does Overnight Liquidity Cost More Than Intraday Liquidity? ,"
Staff General Research Papers
12760, Iowa State University, Department of Economics.
[Downloadable!]
Other versions:
Bhattacharya, Joydeep & Haslag, Joesph & Martin, Antoine, 2009.
"Why does overnight liquidity cost more than intraday liquidity? ,"
Staff General Research Papers
13096, Iowa State University, Department of Economics.
Joydeep Bhattacharya & Joseph H. Haslag & Antoine Martin, 2007.
"Why does overnight liquidity cost more than intraday liquidity? ,"
Staff Reports
281, Federal Reserve Bank of New York.
[Downloadable!] Simon Buckle & Erin Campbell, .
"Settlement bank behaviour and throughput rules in an RTGS payment system with collateralised intraday credit ,"
Bank of England working papers
209, Bank of England.
[Downloadable!]
Joseph H. Haslag & Joydeep Bhattacharya & Antoine Martin, 2007.
"Money, output and the payment system: Optimal monetary policy in a model with hidden effort ,"
Working Papers
0704, Department of Economics, University of Missouri.
[Downloadable!]
Walter E. Beyeler & Robert J. Glass & Morten L. Bech & Kimmo Soramaki, 2006.
"Congestion and cascades in payment systems ,"
Staff Reports
259, Federal Reserve Bank of New York.
[Downloadable!]
Sean O'Connor & James Chapman & Kirby Millar, 2008.
"Liquidity Efficiency and Distribution in the LVTS: Non-Neutrality of System Changes under Network Asymmetry ,"
Discussion Papers
08-11, Bank of Canada.
[Downloadable!]
Mark J Manning & Matthew Willison, .
"Modelling the cross-border use of collateral in payment systems ,"
Bank of England working papers
286, Bank of England.
[Downloadable!]
Kurt Johnson & James J. McAndrews & Kimmo Soramaki, 2004.
"Economizing on liquidity with deferred settlement mechanisms ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue Dec, pages 51-72.
[Downloadable!]
Stefan W. Schmitz & Claus Puhr & Hannes Moshammer & Ulrike Elsenhuber, 2006.
"Operational Risk and Contagion in the Austrian Large-Value Payment System ARTIS ,"
Financial Stability Report ,
Oesterreichische Nationalbank (Austrian Central Bank), issue 11, pages 96-113, June.
[Downloadable!]
Enghin Atalay & Antoine Martin & James McAndrews, 2008.
"The welfare effects of a liquidity-saving mechanism ,"
Staff Reports
331, Federal Reserve Bank of New York.
[Downloadable!]
Matthew Willison, .
"Real-Time Gross Settlement and hybrid payment systems: a comparison ,"
Bank of England working papers
252, Bank of England.
[Downloadable!]
Angelo Baglioni & Andrea Monticini, 2005.
"The intraday price of money: evidence from the e-MID market ,"
Finance
0507020, EconWPA.
[Downloadable!]
Leonardo Bartolini & Spence Hilton & James McAndrews, 2008.
"Settlement delays in the money market ,"
Staff Reports
319, Federal Reserve Bank of New York.
[Downloadable!]
Bech , Morten L. & Soramäki, Kimmo, 2001.
"Gridlock Resolution in Interbank Payment Systems ,"
Research Discussion Papers
9/2001, Bank of Finland.
[Downloadable!]
Antoine Martin & James McAndrews, 2008.
"A study of competing designs for a liquidity-saving mechanism ,"
Staff Reports
336, Federal Reserve Bank of New York.
[Downloadable!]
Morten L. Bech & Rod Garratt, 2006.
"Illiquidity in the interbank payment system following wide-scale disruptions ,"
Staff Reports
239, Federal Reserve Bank of New York.
[Downloadable!]
Antoine Martin & James McAndrews, 2008.
"Should there be intraday money markets? ,"
Staff Reports
337, Federal Reserve Bank of New York.
[Downloadable!]
Antoine Martin & James McAndrews, 2008.
"An economic analysis of liquidity-saving mechanisms ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue Sep, pages 25-39.
[Downloadable!]
Access and
download statistics Did you know? IDEAS also indexes book chapters .
This page was last updated on 2009-10-20.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .