Queuing theory applied to the optimal management of bank excess reserves
AbstractAlthough the economic literature on the optimal management of bank excess reserves is age-old and large, here we suggest a fresh, more practical approach based on queuing theory.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 33529.
Date of creation: 2011
Date of revision:
bank reserves; queuing theory;
Other versions of this item:
- Taufemback, Cleiton & Da Silva, Sergio, 2012. "Queuing theory applied to the optimal management of bank excess reserves," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1381-1387.
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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- Todd Keister & James McAndrews, 2009.
"Why are banks holding so many excess reserves?,"
380, Federal Reserve Bank of New York.
- Geethanjali Selvaretnam, 2007. "Regulation of Reserves and Interest Rates in a Model of Bank Runs," CDMA Working Paper Series 200714, Centre for Dynamic Macroeconomic Analysis.
- Frost, Peter A, 1971. "Banks' Demand for Excess Reserves," Journal of Political Economy, University of Chicago Press, vol. 79(4), pages 805-25, July-Aug..
- David R. Skeie, 2008.
"Banking with nominal deposits and inside money,"
242, Federal Reserve Bank of New York.
- Eduardo Jallath-Coria & Tridas Mukhopadhyay & Amir Yaron, 2002. "How Well Do Banks Manage Their Reserves?," NBER Working Papers 9388, National Bureau of Economic Research, Inc.
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