10:10
A dynamic interbank network with an application…
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…
49:59
cpeg472-010-20190227-101000.mp4
Video Created by UD Capture Classroom Recording in Memorial 110 on 2019-02-27 10:10:00.