Multiple equilibrium overnight rates in a dynamic interbank market game

DOI10.1016/J.GEB.2005.08.006zbMATH Open1177.91028OpenAlexW3022077335MaRDI QIDQ2507682FDOQ2507682

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

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zbMATH Keywords

Shapley valueinterbank marketmarket games

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Bargaining and Value
• Bidding for the surplus: a non-cooperative approach to the Shapley value
• Title not available (Why is that?)
• Values of Non-Atomic Games
• Bargaining Foundations of Shapely Value
• Core, value and equilibria for market games: On a problem of Aumann and Shapley
• Title not available (Why is that?)

Cited In (4)

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

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