A Dynamic Stochastic Network Model of the Unsecured Interbank Lending Market

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

Research output: Working paper / Preprint › Working paper › Professional

Original language	English
Place of Publication	La Hulpe, Belgium
Publisher	SWIFT Institute
Number of pages	51
Publication status	Published - 2014

Publication series

Name	SWIFT INSTITUTE Working Paper
No.	2012-007

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http://www.swiftinstitute.org/wp-content/uploads/2014/02/SIWP-No-2012-007-Dynamic-Stochastic-Network-Model-Unsecured-Interbank-Lending-Blasques-Brauning-van-Lelyveld_v3.pdf

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Blasques, F., Brauning, F. U., & Van Lelyveld, I. (2014). A Dynamic Stochastic Network Model of the Unsecured Interbank Lending Market. (SWIFT INSTITUTE Working Paper; No. 2012-007). SWIFT Institute. http://www.swiftinstitute.org/wp-content/uploads/2014/02/SIWP-No-2012-007-Dynamic-Stochastic-Network-Model-Unsecured-Interbank-Lending-Blasques-Brauning-van-Lelyveld_v3.pdf

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year = "2014",

language = "English",

series = "SWIFT INSTITUTE Working Paper",

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Blasques, F, Brauning, FU & Van Lelyveld, I 2014 'A Dynamic Stochastic Network Model of the Unsecured Interbank Lending Market' SWIFT INSTITUTE Working Paper, no. 2012-007, SWIFT Institute, La Hulpe, Belgium. <http://www.swiftinstitute.org/wp-content/uploads/2014/02/SIWP-No-2012-007-Dynamic-Stochastic-Network-Model-Unsecured-Interbank-Lending-Blasques-Brauning-van-Lelyveld_v3.pdf>