A Model of Tiered Settlement Networks
Jonathan Chiu,
Miguel Molico,
James T. E. Chapman
Journal of Money, Credit and Banking,
vol. 45, 2013, p. 327-347.
Central Bank Haircut Policy
James T. E. Chapman,
Jonathan Chiu,
Miguel Molico
Annals of Finance,
vol. 7, 2011, p. 319-348.