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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…

From  Lauren Mosesso 1 likes 52 plays 0  

cpeg472-010-20190227-101000.mp4

Video Created by UD Capture Classroom Recording in Memorial 110 on 2019-02-27 10:10:00.

From  Andrew Novocin 0 likes 81 plays 0