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Thumbnail for entry A dynamic interbank network with an application to interbank interest rate, Haici Zhang

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A dynamic interbank network with an application…

A dynamic interbank network with an application to interbank interest rate, Haici Zhang

A dynamic interbank network with an application to interbank interest rate, Haici Zhang

We propose a Bayesian dynamic interbank network model where three mechanisms control the likelihood of a trade between two banks: (i) a time-series interbank activity index that expresses overall…

dynamic network
bayesian inference
link prediction
interest rate regression
[email protected]
alfred lerner college of business & economics
model
bank
market
relationship
series
interest
estimation
rate
regression
prediction
term
banks
distribution
lending
shading
band
auc
validation
things
matrices
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Department Name
Alfred Lerner College of Business & Economics