A Dynamic Stochastic Network Model of the Unsecured Interbank Lending Market

F. Blasques, F.U. Brauning, I. Van Lelyveld

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationLa Hulpe, Belgium
PublisherSWIFT Institute
Number of pages51
Publication statusPublished - 2014

Publication series

NameSWIFT INSTITUTE Working Paper
No.2012-007

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