Optimal control of interbank contagion under complete information
Year of publication: |
2014
|
---|---|
Authors: | Minca, Andreea ; Sulem, Agnès |
Published in: |
Statistics & Risk Modeling. - De Gruyter, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 31.2014, 1, p. 23-48
|
Publisher: |
De Gruyter |
Subject: | Systemic risk | liquidity risk | bank runs | financial contagion | financial networks | optimal intervention | bail-outs |
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