Does Adaptive Learning Neutralize Interbank Market Liquidity Hoarding under a Distressed Market Condition?

Author:

Mo Cheuk Yin Jeffrey,Yang Steve Y.,Zhang Xingjia

Publisher

Scientific Research Publishing, Inc.

Reference59 articles.

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2. A model of liquidity hoarding and term premia in inter-bank markets

3. Afonso, G., & Shin, H. S. (2009). Systemic Risk and Liquidity in Payment Systems. FRB of New York Staff Report.

4. Afonso, G., Kovner, A., & Schoar, A. (2014). Trading Partners in the Interbank Lending Market. FRB of New York Staff Report.

5. Bank networks: Contagion, systemic risk and prudential policy

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