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

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  • Triepels, Ron

    (Tilburg University, School of Economics and Management)

  • Daniels, Hennie

    (Tilburg University, School of Economics and Management)

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  • Triepels, Ron & Daniels, Hennie, 2016. "A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions," Other publications TiSEM 03d3fe35-dc9d-4df9-8d41-8, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:03d3fe35-dc9d-4df9-8d41-848bdbf97cde
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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
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