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Illiquidity in the Interbank Payment System Following Wide‐Scale Disruptions
16 references·6 citing·39 second hop
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References

  • 1996Potential Games3,617 cited
  • 2000Financial Contagion3,393 cited
  • 1988A General Theory of Equilibrium Selection in Games2,089 cited
  • 1973A class of games possessing pure-strategy Nash equilibria2,008 cited
  • 1974Subjectivity and correlation in randomized strategies1,630 cited
  • 1987Correlated Equilibrium as an Expression of Bayesian Rationality1,613 cited
  • 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?1,186 cited
  • 2004Too big to fail: the hazards of bank bailouts521 cited
  • 2004Network formation and social coordination272 cited
  • 2003The intraday liquidity management game183 cited
  • 1996Systemic risk in the netting system167 cited
  • 1994Comparative statics for aggregative games the strong concavity case145 cited
  • 1980Efficiency properties of strategies market games: An axiomatic approach141 cited
  • 1990Clearing and Settlement During the Crash140 cited
  • 2010An agent-based model of payment systems83 cited
  • 2003Settlement Risk under Gross and Net Settlement79 cited

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Cited by

  • 2010Which bank is the “central” bank?53 cited
  • 2008Towards a Network Description of Interbank Payment Flows52 cited
  • 2021The drivers of systemic risk in financial networks: a data-driven machine learning analysis44 cited
  • 2022Payment System Externalities44 cited
  • 2022Reserves Were Not So Ample After All∗33 cited
  • 2021Operational Resilience in Digital Payments: Experiences and Issues16 cited