An Application of Shapley Value Cost Allocation to Liquidity Savings Mechanisms
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DOI: 10.1111/jmcb.12853
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- Rod Garratt, 2019. "An Application of Shapley Value Cost Allocation to Liquidity Savings Mechanisms," Staff Working Papers 19-26, Bank of Canada.
References listed on IDEAS
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Cited by:
- Jushua Baldoceda & Anthony Meza, 2022. "Liquidity Risk and Interdependence in Payment Systems: The Case of Peru," IHEID Working Papers 01-2022, Economics Section, The Graduate Institute of International Studies.
- Christopher McMahon & Donald McGillivray & Ajit Desai & Francisco Rivadeneyra & Jean-Paul Lam & Thomas Lo & Danica Marsden & Vladimir Skavysh, 2022. "Improving the Efficiency of Payments Systems Using Quantum Computing," Staff Working Papers 22-53, Bank of Canada.
- Pablo S. Castro & Ajit Desai & Han Du & Rodney Garratt & Francisco Rivadeneyra, 2021. "Estimating Policy Functions in Payments Systems Using Reinforcement Learning," Staff Working Papers 21-7, Bank of Canada.
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JEL classification:
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
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