Multiple equilibrium overnight rates in a dynamic interbank market game

DOI10.1016/J.GEB.2005.08.006MaRDI QIDQ2507682zbMATH OpenOpenAlexFDO

Authors Jens Tapking

Publication date 5 October 2006

Published in Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/19590

zbMATH Keywords

interbank marketmarket gamesShapley value

Mathematics Subject Classification ID

Cooperative games (91A12) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites work

• Bargaining and Value
• Bargaining Foundations of Shapely Value
• Bidding for the surplus: a non-cooperative approach to the Shapley value
• Core, value and equilibria for market games: On a problem of Aumann and Shapley
• scientific article; zbMATH DE number 49749 (Why is no real title available?)
• scientific article; zbMATH DE number 920139 (Why is no real title available?)
• scientific article; zbMATH DE number 3078997 (Why is no real title available?)
• Values of Non-Atomic Games

Cited in

(4)

• The intraday liquidity management game
• Multi-period loan interest rate Nash model with Basel II solvency constraint
• Efficiency and bargaining power in the interbank loan market
• A search-based model of the interbank money market and monetary policy implementation

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