The intraday liquidity management game

DOI10.1016/S0022-0531(03)00016-4zbMath1031.91017MaRDI QIDQ1812174

Morten L. Bech, Rod Garratt

Publication date: 18 June 2003

Published in: Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

Prisoner's dilemmaLiquidityPaymentsReal-time gross settlementStag hunt

Mathematics Subject Classification ID

2-person games (91A05) Applications of game theory (91A80)

Related Items (7)

Sequential payments and optimal pricing in payment systems ⋮ Liquidity-saving mechanisms in collateral-based RTGS payment systems ⋮ Interlinkages between payment and securities settlement systems ⋮ An agent-based model of payment systems ⋮ Simulating liquidity stress in the derivatives market ⋮ Introduction to a Festschrift for Karl Shell ⋮ Why does overnight liquidity cost more than intraday liquidity?

Cites Work

• Self-serving cheap talk: a test of Aumann's conjecture
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