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Citations for "The Intraday Liquidity Management Game"

by Bech, Morten L. & Garratt, Rod

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  1. Galbiati, Marco & Soramaki, Kimmo, 2008. "An agent-based model of payment systems," Bank of England working papers, Bank of England 352, Bank of England.
  2. Angelo Baglioni & Andrea Monticini, 2005. "The intraday price of money: evidence from the e-MID market," Finance, EconWPA 0507020, EconWPA.
  3. Bartolini, Leonardo & Hilton, Spence & McAndrews, James J., 2010. "Settlement delays in the money market," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(5), pages 934-945, May.
  4. Klaus Abbink & Ronald Bosman & Ronald Heijmans & Frans van Winden, 2010. "Disruptions in large value payment systems: An experimental approach," DNB Working Papers, Netherlands Central Bank, Research Department 263, Netherlands Central Bank, Research Department.
  5. Gu, Chao & Guzman, Mark & Haslag, Joseph, 2011. "Production, hidden action, and the payment system," Journal of Monetary Economics, Elsevier, Elsevier, vol. 58(2), pages 172-182, March.
  6. ANTOINE MARTIN & JAMES McANDREWS, 2010. "Should There Be Intraday Money Markets?," Contemporary Economic Policy, Western Economic Association International, Western Economic Association International, vol. 28(1), pages 110-122, 01.
  7. Tore Nilssen, 2011. "Risk externalities in a payments oligopoly," Portuguese Economic Journal, Springer, Springer, vol. 10(3), pages 211-234, December.
  8. Ulrike Elsenhuber & Claus Puhr & Stefan W. Schmitz, 2006. "Operational Risk and Contagion in the Austrian Large-Value Payment System ARTIS," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), Oesterreichische Nationalbank (Austrian Central Bank), issue 11, pages 96-113.
  9. Luca Arciero & Claudia Biancotti & Leandro DÂ’Aurizio & Claudio Impenna, 2008. "Exploring agent-based methods for the analysis of payment systems: a crisis model for StarLogo TNG," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 686, Bank of Italy, Economic Research and International Relations Area.
  10. Bhattacharya, Joydeep & Haslag, Joseph & Martin, Antoine, 2007. "Why Does Overnight Liquidity Cost More Than Intraday Liquidity?," Staff General Research Papers, Iowa State University, Department of Economics 13096, Iowa State University, Department of Economics.
  11. Angelo Baglioni & Andrea Monticini, 2008. "The intraday interest rate under a liquidity crisis: the case of August 2007," DISCE - Quaderni dell'Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) ief0083, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  12. David Mills & Samia Husain, 2013. "Interlinkages between payment and securities settlement systems," Annals of Finance, Springer, Springer, vol. 9(1), pages 61-81, February.
  13. Walter E. Beyeler & Robert J. Glass & Morten L. Bech & Kimmo Soramaki, 2006. "Congestion and cascades in payment systems," Staff Reports, Federal Reserve Bank of New York 259, Federal Reserve Bank of New York.
  14. Jamie McAndrews & Antoine Martin, 2007. "Liquidity saving mechanisms," 2007 Meeting Papers, Society for Economic Dynamics 165, Society for Economic Dynamics.
  15. Peck, James & Spear, Stephen E., 2003. "Introduction to a Festschrift for Karl Shell," Journal of Economic Theory, Elsevier, Elsevier, vol. 109(2), pages 153-155, April.
  16. Mills Jr., David C. & Nesmith, Travis D., 2008. "Risk and concentration in payment and securities settlement systems," Journal of Monetary Economics, Elsevier, Elsevier, vol. 55(3), pages 542-553, April.
  17. Bech , Morten L. & Soramäki, Kimmo, 2001. "Gridlock Resolution in Interbank Payment Systems," Research Discussion Papers, Bank of Finland 9/2001, Bank of Finland.
  18. Ronald Heijmans & Richard Heuver, 2011. "Is this bank ill? The diagnosis of doctor TARGET2," DNB Working Papers, Netherlands Central Bank, Research Department 316, Netherlands Central Bank, Research Department.
  19. David C. Mills, Jr., 2005. "Alternative central bank credit policies for liquidity provision in a model of payments," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2005-55, Board of Governors of the Federal Reserve System (U.S.).
  20. 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, Federal Reserve Bank of New York, issue Sep, pages 83-112.
  21. Leinonen, Harry & Soramäki, Kimmo, 2003. "Simulating interbank payment and securities settlement mechanisms with the BoF-PSS2 simulator," Research Discussion Papers, Bank of Finland 23/2003, Bank of Finland.
  22. Merrouche, Ouarda & Schanz, Jochen, 2010. "Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(2), pages 314-323, February.
  23. Jurgilas, Marius & Martin, Antoine, 2010. "Liquidity-saving mechanisms in collateral-based RTGS payment systems," Bank of England working papers, Bank of England 389, Bank of England.
  24. Morten L. Bech & Rod Garratt, 2006. "Illiquidity in the interbank payment system following wide-scale disruptions," Staff Reports, Federal Reserve Bank of New York 239, Federal Reserve Bank of New York.
  25. Jing Yang & Sheri Markose & Amadeo Alentorn, 2005. "Designing large value payment systems: an agent based approach," Computing in Economics and Finance 2005, Society for Computational Economics 396, Society for Computational Economics.
  26. Jurgilas, Marius & Zikes, Filip, 2012. "Implicit intraday interest rate in the UK unsecured overnight money market," Bank of England working papers, Bank of England 447, Bank of England.
  27. Enghin Atalay & Antoine Martin & James McAndrews, 2008. "The welfare effects of a liquidity-saving mechanism," Staff Reports, Federal Reserve Bank of New York 331, Federal Reserve Bank of New York.
  28. Angelo Baglioni & Andrea Monticini, 2010. "Why does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis," DEP - series of economic working papers, University of Genoa, Research Doctorate in Public Economics 4/2010, University of Genoa, Research Doctorate in Public Economics.
  29. Kahn, Charles M. & Roberds, William, 2009. "Why pay? An introduction to payments economics," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 18(1), pages 1-23, January.
  30. 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, Department of Economics, University of Missouri 0704, Department of Economics, University of Missouri.
  31. Huberto M. Ennis & Todd Keister, 2008. "Understanding monetary policy implementation," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Sum, pages 235-263.
  32. Andrea Monticini & Francesco Ravazzolo, 2011. "Forecasting the intraday market price of money," Working Paper, Norges Bank 2011/06, Norges Bank.
  33. Antoine Martin & James McAndrews, 2008. "A study of competing designs for a liquidity-saving mechanism," Staff Reports, Federal Reserve Bank of New York 336, Federal Reserve Bank of New York.
  34. Kurt Johnson & James J. McAndrews & Kimmo Soramaki, 2004. "Economizing on liquidity with deferred settlement mechanisms," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue Dec, pages 51-72.
  35. Biliana Alexandrova-Kabadjova & Francisco Solís-Robleda, 2012. "The Mexican Experience in How the Settlement of Large Payments is Performed in the Presence of a High Volume of Small Payments," Working Papers, Banco de México 2012-17, Banco de México.
  36. Simon Buckle & Erin Campbell, 2003. "Settlement bank behaviour and throughput rules in an RTGS payment system with collateralised intraday credit," Bank of England working papers, Bank of England 209, Bank of England.
  37. Foote, Elizabeth, 2014. "Information asymmetries and spillover risk in settlement systems," Journal of Banking & Finance, Elsevier, Elsevier, vol. 42(C), pages 179-190.
  38. 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, Bank of Canada 08-11, Bank of Canada.
  39. Kei Imakubo & Yutaka Soejima, 2010. "The Microstructure of Japanfs Interbank Money Market: Simulating Contagion of Intraday Flow of Funds Using BOJ-NET Payment Data," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, Institute for Monetary and Economic Studies, Bank of Japan, vol. 28, pages 151-180, November.
  40. Mark J Manning & Matthew Willison, 2006. "Modelling the cross-border use of collateral in payment systems," Bank of England working papers, Bank of England 286, Bank of England.
  41. Matthew Willison, 2005. "Real-Time Gross Settlement and hybrid payment systems: a comparison," Bank of England working papers, Bank of England 252, Bank of England.
  42. Hellqvist , Matti & Laine, Tatu, 2012. "Diagnostics for the financial markets – computational studies of payment system: Simulator Seminar Proceedings 2009–2011," Scientific Monographs, Bank of Finland E:45/2012, Bank of Finland.
  43. Antoine Martin & James McAndrews, 2008. "An economic analysis of liquidity-saving mechanisms," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue Sep, pages 25-39.
  44. Huberto M. Ennis & John A. Weinberg, 2007. "Interest on reserves and daylight credit," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Spr, pages 111-142.