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The intraday liquidity management game
4 references·16 citing·47 second hop
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this work references cited by second hop

References

  • 1988A General Theory of Equilibrium Selection in Games2,089 cited
  • 1992The Analytics of Uncertainty and Information843 cited
  • 1989A General Theory of Equilibrium Selection in Games.519 cited
  • 2000Self-Serving Cheap Talk: A Test Of Aumann's Conjecture247 cited

Cited by

  • 2008Why pay? An introduction to payments economics205 cited
  • 2012Market Making Under the Proposed Volcker Rule152 cited
  • 2008Understanding Monetary Policy Implementation83 cited
  • 2010An agent-based model of payment systems83 cited
  • 2008Liquidity-saving mechanisms75 cited
  • 2021Network risk and key players: A structural analysis of interbank liquidity70 cited
  • 2012Illiquidity in the Interbank Payment System Following Wide‐Scale Disruptions53 cited
  • 2008The Intraday Price of Money: Evidence from the e‐MID Interbank Market52 cited
  • 2008Changes in the Timing Distribution of Fedwire Funds Transfers49 cited
  • 2008The Timing and Funding of CHAPS Sterling Payments48 cited
  • 2022Payment System Externalities44 cited
  • 2009Settlement delays in the money market

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41 cited
  • 2016Basel Committee on Banking Supervision40 cited
  • 2010The intraday interest rate under a liquidity crisis: The case of August 200739 cited
  • 2008Risk and concentration in payment and securities settlement systems39 cited
  • 2011Intraday Liquidity: Risk and Regulation38 cited