RDP 2016-11: Identifying Interbank Loans from Payments Data
Equation
lim
T
→
∞
γ
^
i
=
E
[
γ
i
,
t
]
+
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(
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r
t
⋅
u
i
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t
f
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t
)
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1
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r
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)
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−
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u
i
,
t
f
(
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t
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f
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E
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t
2
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(
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2
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