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A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions

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Listed:
  • Triepels, Ron

    (Tilburg University, Center For Economic Research)

  • Daniels, Hennie

    (Tilburg University, Center For Economic Research)

Abstract

No abstract is available for this item.

Suggested Citation

  • Triepels, Ron & Daniels, Hennie, 2016. "A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions," Discussion Paper 2016-037, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:03d3fe35-dc9d-4df9-8d41-848bdbf97cde
    as

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    References listed on IDEAS

    as
    1. Galbiati, Marco & Soramäki, Kimmo, 2011. "An agent-based model of payment systems," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 859-875, June.
    2. Upper, Christian & Worms, Andreas, 2004. "Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?," European Economic Review, Elsevier, vol. 48(4), pages 827-849, August.
    3. repec:zbw:bofrdp:1999_016 is not listed on IDEAS
    4. Ronald Heijmans & Richard Heuver, 2011. "Is this bank ill? The diagnosis of doctor TARGET2," DNB Working Papers 316, Netherlands Central Bank, Research Department.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    large-value payment systems; predictive modeling; dynamic system; time-series analysis;
    All these keywords.

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