System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis
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- Constanza Martínez & Freddy Cepeda, 2015.
"Reaction Functions of the Participants in Colombia’s Large-value Payment System,"
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875, Banco de la Republica de Colombia.
- Constanza Martínez & Freddy Cepeda, 2015. "Reaction Functions of the Participants in Colombia’s Large-value Payment System," BORRADORES DE ECONOMIA 012651, BANCO DE LA REPÚBLICA.
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KeywordsPayment systems; banks; network models; contagion; systemic risk; liquidity risk;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-06-11 (All new papers)
- NEP-BAN-2011-06-11 (Banking)
- NEP-CBA-2011-06-11 (Central Banking)
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