Liquidity risk within strategic interactions of a commercial bank with its depositors : a game theoretic approach
Ashot Nanyan, Aram Arakelyan, Alexander Topchishvili
Year of publication: |
2018
|
---|---|
Authors: | Nanyan, Ashot ; Arakelyan, Aram ; Topchishvili, Alexander |
Published in: |
International journal of operations and quantitative management : IJOQM. - Houston, Tex. : INFOMS, ISSN 1082-1910, ZDB-ID 1290624-4. - Vol. 24.2018, 4, p. 255-276
|
Subject: | Subgame Perfect Equilibrium | Bank Run | Liquidity | Withdrawal | Depositor | Spieltheorie | Game theory | Einlagengeschäft | Deposit banking | Bankenliquidität | Bank liquidity | Einlagensicherung | Deposit insurance | Bankenkrise | Banking crisis |
Saved in:
Saved in favorites
Similar items by subject
-
Wang, Jue-Shyan, (2014)
-
Macedo, Demian, (2021)
-
Mamatzakis, Emmanuel, (2019)
- More ...
Similar items by person
-
Cooperation in conflict of three participants under uncertainty
Zhukovskiy, Vladislav, (2017)
- More ...