Multiple equilibrium overnight rates in a dynamic interbank market game
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- Tapking, Jens, 2006. "Multiple equilibrium overnight rates in a dynamic interbank market game," Games and Economic Behavior, Elsevier, vol. 56(2), pages 350-370, August.
- Tapking, Jens, 2003. "Multiple equilibrium overnight rates in a dynamic interbank market game," Discussion Paper Series 1: Economic Studies 2003,04, Deutsche Bundesbank.
- Jens Tapking, 2004. "Multiple equilibrium overnight rates in a dynamic interbank market game," Finance 0409042, EconWPA.
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Citations
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Cited by:
- Schanz, Jochen, 2009. "How do different models of foreign exchange settlement influence the risks and benefits of global liquidity management?," Bank of England working papers 374, Bank of England.
- Edoardo Rainone, 2015. "Testing information diffusion in the decentralized unsecured market for euro funds," Temi di discussione (Economic working papers) 1022, Bank of Italy, Economic Research and International Relations Area.
- Bech, Morten & Monnet, Cyril, 2016.
"A search-based model of the interbank money market and monetary policy implementation,"
Journal of Economic Theory,
Elsevier, vol. 164(C), pages 32-67.
- Morten Linneman Bech & Cyril Monnet, 2015. "A search-based model of the interbank money market and monetary policy implementation," BIS Working Papers 529, Bank for International Settlements.
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JEL classification:
- G - Financial Economics
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This paper has been announced in the following NEP Reports:- NEP-FIN-2004-09-12 (Finance)
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