Congestion and cascades in payment systems
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- Beyeler, Walter E. & Glass, Robert J. & Bech, Morten L. & Soramäki, Kimmo, 2007. "Congestion and cascades in payment systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 693-718.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Galbiati, Marco & Soramäki, Kimmo, 2011. "An agent-based model of payment systems," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 859-875, June.
- Leinonen, Harry, 2009. "Simulation analyses and stress testing of payment networks," Scientific Monographs, Bank of Finland, number 2009_042, December.
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- Maeno, Yoshiharu, 2013. "Transient fluctuation of the prosperity of firms in a network economy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(16), pages 3351-3359.
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- De Caux, Robert & Brede, Markus & McGroarty, Frank, 2016. "Payment prioritisation and liquidity risk in collateralised interbank payment systems," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 139-150.
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More about this item
KeywordsPayment systems ; Bank liquidity ; International liquidity;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2006-10-14 (Banking)
- NEP-FMK-2006-10-14 (Financial Markets)
- NEP-NET-2006-10-14 (Network Economics)
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