A Dynamic Network Model of Interbank Lending—Systemic Risk and Liquidity Provisioning
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Publication:3387916
DOI10.1287/moor.2019.1025zbMath1457.91406MaRDI QIDQ3387916
Xu Sun, Agostino Capponi, David D. W. Yao
Publication date: 8 January 2021
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2019.1025
91G45: Financial networks (including contagion, systemic risk, regulation)