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

Agostino Capponi, Xu Sun, David D. Yao (2020)

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DOI: 10.1287/MOOR.2019.1025

access: closed

type: Journal Article

metadata version: 2021-09-18

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  - https://dblp.org/rec/journals/mor/CapponiSY20
Agostino Capponi, Xu Sun, David D. Yao:
A Dynamic Network Model of Interbank Lending - Systemic Risk and Liquidity Provisioning. Math. Oper. Res. 45(3): 1127-1152 (2020)

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