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Liquidity hoarding

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Publication:4585976
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DOI10.3982/TE1064zbMath1395.91532OpenAlexW2315306944MaRDI QIDQ4585976

Tanju Yorulmazer, Douglas Gale

Publication date: 11 September 2018

Published in: Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/te1064


zbMATH Keywords

interbank marketcentral bankmarket freezefire salecash-in-the-market pricing


Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)


Related Items (8)

Reconstruction methods for networks: the case of economic and financial systems ⋮ The federal funds market, excess reserves, and unconventional monetary policy ⋮ Fair immunization and network topology of complex financial ecosystems ⋮ An experiment on the efficiency of bilateral exchange under incomplete markets ⋮ Mandatory disclosure and financial contagion ⋮ Reconstructing and stress testing credit networks ⋮ Optimal liquidity policy with shadow banking ⋮ Do central counterparties reduce counterparty and liquidity risk? Empirical results




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