Optimal liquidity control and systemic risk in an interbank network with liquidity shocks and regime-dependent interconnectedness
by Chotipong Charoensom and Thaisiri Watewai
| Year of publication: |
[2022]
|
|---|---|
| Authors: | Chotipong Charoensom ; Thaisiri Watewai |
| Publisher: |
[Bangkok] : [Puey Ungphakorn Institute for Economic Research] |
| Subject: | Liquidity shock | interbank interconnectedness | flight-to-quality | systemic risk | precautionary liquidity | interbank liquidity provision | regime switching | stochastic control | Liquidität | Liquidity | Bankenliquidität | Bank liquidity | Systemrisiko | Systemic risk | Geldmarkt | Money market | Schock | Shock | Theorie | Theory | Interbankenmarkt | Interbank market | Bankenkrise | Banking crisis | Bankrisiko | Bank risk | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Geldpolitik | Monetary policy |
freely available
| Extent: | 1 Online-Ressource (circa 60 Seiten) Illustrationen |
|---|---|
| Series: | Discussion paper. - [Bangkok] : [PIER, Puey Ungphakorn Institute for Economic Research], ZDB-ID 3048776-6. - Vol. no. 175 (March 2022) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013259623