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2020 ◽  
Author(s):  
Franklin Allen ◽  
Giovanni Covi ◽  
Xian Gu ◽  
Oskar Kowalewski ◽  
Mattia Montagna
Keyword(s):  
Interbank Market

A Model of Network Formation for the Overnight Interbank Market

2016 ◽  
Author(s):  
Mikhail Anufriev ◽  
Valentyn Panchenko ◽  
Paolo Pinotti
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Network Formation ◽  
Interbank Market

Interbank Market Formation through Reinforcement Learning and Risk Aversion

2017 ◽  
Author(s):  
Anqi Liu ◽  
Cheuk Yin Mo ◽  
Mark Endel Paddrik ◽  
Steve Y. Yang
Keyword(s):  
Reinforcement Learning ◽  
Risk Aversion ◽  
Interbank Market ◽  
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The Interbank Market Puzzle

2018 ◽  
Author(s):  
Franklin Allen ◽  
Xian Gu ◽  
Oskar Kowalewski
Keyword(s):  
Interbank Market
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