A Dynamic Network Model of Interbank Lending - Systemic Risk and Liquidity Provisioning

Agostino Capponi, Xu Sun 0004, David D. Yao. A Dynamic Network Model of Interbank Lending - Systemic Risk and Liquidity Provisioning. Math. Oper. Res., 45(3):1127-1152, 2020. [doi]

Abstract

Abstract is missing.