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pro vyhledávání: '"Denbee, Edward"'
Publikováno v:
In Journal of Financial Economics September 2021 141(3):831-859
We model banks' liquidity holding decision as a simultaneous game on an interbank borrowing network. We show that at the Nash equilibrium, the contributions of each bank to the network liquidity level and liquidity risk are distinct functions of its
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______206::987dae76ff1e8dc0fab58fc108c06af4
http://eprints.lse.ac.uk/119028/
http://eprints.lse.ac.uk/119028/
Publikováno v:
Bank of England Quarterly Bulletin. 2014 4th Quarter, Vol. 54 Issue 4, p458-458. 1p.