Multiple Equilibrium Overnight Rates in a Dynamic Interbank Market Game

41 Pages Posted: 8 Jun 2016

Date Written: 2003

Abstract

We analyse a two period model of the interbank market, i.e. the market

Wir analysieren ein Zwei-Perioden-Modell des Interbankenmarktes, d. h.

Suggested Citation

Tapking, Jens, Multiple Equilibrium Overnight Rates in a Dynamic Interbank Market Game (2003). Bundesbank Series 1 Discussion Paper No. 2003,04, Available at SSRN: https://ssrn.com/abstract=2785028 or http://dx.doi.org/10.2139/ssrn.2785028

Jens Tapking (Contact Author)

European Central Bank (ECB) ( email )

Sonnemannstrasse 22
Frankfurt am Main, 60314
Germany

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