Uniqueness of equilibrium in a payment system with liquidation costs
Year of publication: |
January 2016
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Authors: | Amini, Hamed ; Filipović, Damir ; Minca, Andreea |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 44.2016, 1, p. 1-5
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Subject: | Financial network | Systemic risk | Eisenberg-Noe model | Asset price contagion | Theorie | Theory | Zahlungsverkehr | Payment system | CAPM | Systemrisiko | Finanzmarkt | Financial market | Ansteckungseffekt | Contagion effect | Bankenliquidität | Bank liquidity |
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