Strategic Allocation of Liquidity in the InterBank Money Market
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References listed on IDEAS
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- Vollmer, Uwe & Wiese, Harald, 2014. "Explaining breakdowns in interbank lending: A bilateral bargaining model," Finance Research Letters, Elsevier, vol. 11(3), pages 247-253.
More about this item
KeywordsKEY WORDS Liquidity; Incomplete Information; Bargaining Failure; Central Bank; Monetary Intervention; Market Making;
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
- G0 - Financial Economics - - General
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