1. Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems. (2024). Kosse, Anneke ; Desai, Ajit ; Sharples, Jacob.
   In: BIS Working Papers.
   RePEc:bis:biswps:1188.

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2. Granular data: new horizons and challenges. (2024). Committee, Irving Fisher.
   In: IFC Bulletins.
   RePEc:bis:bisifb:61.

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3. Finding a Needle in a Haystack: A Machine Learning Framework for Anomaly Detection in Payment Systems. (2024). Kosse, Anneke ; Desai, Ajit ; Sharples, Jacob.
   In: Staff Working Papers.
   RePEc:bca:bocawp:24-15.

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4. Intraday liquidity around the world. (2023). Nellen, Thomas ; Kosse, Anneke ; Garratt, Rodney ; Chapman, James ; Cepeda-Lopez, Freddy ; Testi, Sara ; Heijmans, Ronald ; Benos, Evangelos ; Kabadjova, Biliana Alexandrova ; Badev, Anton ; Martin, Antoine ; Rivadeneyra, Antoine Francisco ; Diehl, Martin ; Do, Mario Rubem ; Pustelnikov, Andrei ; Nilsson, Thomas ; Paulick, Jan ; Bastos, Saulo Benchimol ; Duca-Radu, Ioana.
   In: BIS Working Papers.
   RePEc:bis:biswps:1089.

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5. When It Rains, It Pours: Cyber Risk and Financial Conditions. (2022). Lee, Michael ; Kovner, Anna ; Eisenbach, Thomas.
   In: Staff Reports.
   RePEc:fip:fednsr:94414.

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6. Cyber risk and the U.S. financial system: A pre-mortem analysis. (2022). Kovner, Anna ; Eisenbach, Thomas ; Lee, Michael Junho.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:145:y:2022:i:3:p:802-826.

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7. No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2. (2021). Paulick, Jan ; Berndsen, Ron ; Heijmans, Ronald ; Diehl, Martin.
   In: Other publications TiSEM.
   RePEc:tiu:tiutis:57477131-2199-46bf-a2f1-5833269cfc42.

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8. No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2. (2021). Paulick, Jan ; Berndsen, Ron ; Heijmans, Ronald ; Diehl, Martin.
   In: Discussion Paper.
   RePEc:tiu:tiucen:57477131-2199-46bf-a2f1-5833269cfc42.

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9. Estimating Policy Functions in Payments Systems Using Reinforcement Learning. (2021). Rivadeneyra, Francisco ; Garratt, Rodney ; Desai, Ajit ; Castro, Pablo S ; Du, Han.
   In: Staff Working Papers.
   RePEc:bca:bocawp:21-7.

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10. Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis. (2020). Lee, Michael ; Kovner, Anna ; Eisenbach, Thomas.
    In: Staff Reports.
    RePEc:fip:fednsr:87390.

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11. Pattern recognition of financial institutions’ payment behavior. (2020). Ortega, Fabio ; León, Carlos ; Barucca, Paolo ; Acero, Oscar ; Gage, Gerardo ; Leon, Carlos.
    In: Latin American Journal of Central Banking (previously Monetaria).
    RePEc:eee:lajcba:v:1:y:2020:i:1:s2666143820300119.

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12. How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? A simulation approach for Canadas large-value payment system Shaun Byck. (2020). Byck, Shaun ; Heijmans, Ronald.
    In: Working Papers.
    RePEc:dnb:dnbwpp:682.

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13. The payment system benefits of high reserve balances. (2016). McAndrews, James ; Kroeger, Alexander.
    In: Staff Reports.
    RePEc:fip:fednsr:779.

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14. Payment prioritisation and liquidity risk in collateralised interbank payment systems. (2016). de Caux, Robert ; Brede, Markus ; McGroarty, Frank.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:41:y:2016:i:c:p:139-150.

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15. Responding to a Shadow Banking Crisis: The Lessons of 1763. (2015). Roberds, William ; Quinn, Stephen.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:47:y:2015:i:6:p:1149-1176.

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16. Liquidity risk and policy options. (2015). Maddaloni, Giuseppe .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:514-527.

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17. Reaction Functions of the Participants in Colombias Large-value Payment System. (2015). Martínez, Constanza ; Cepeda-Lopez, Freddy ; Martinez, Constanza.
    In: Borradores de Economia.
    RePEc:col:000094:012651.

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18. Reaction Functions of the Participants in Colombia’s Large-value Payment System. (2015). Martínez, Constanza ; Cepeda-Lopez, Freddy ; Martinez, Constanza.
    In: Borradores de Economia.
    RePEc:bdr:borrec:875.

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19. Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis. (2013). Monticini, Andrea ; Baglioni, Angelo.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:44:y:2013:i:2:p:175-186.

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20. Illiquidity in the Interbank Payment System Following Wide‐Scale Disruptions. (2012). Garratt, Rodney ; Bech, Morten.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:44:y:2012:i:5:p:903-929.

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21. Precautionary Demand and Liquidity in Payment Systems. (2011). Shin, Hyun Song ; Afonso, Gara.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:s2:p:589-619.

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22. Minimal Settlement Assets in Economies with Interconnected Financial Obligations. (2011). Rotemberg, Julio J.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:1:p:81-108.

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23. Is this bank ill? The diagnosis of doctor TARGET2. (2011). Heijmans, Ronald ; Heuver, Richard.
    In: Working Papers.
    RePEc:dnb:dnbwpp:316.

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24. Cuantificación de la contribución de las fuentes de liquidez en el Sistema de Pagos de Alto Valor en Colombia: una aproximación preliminar. (2011). Ortega, Fabio ; Cepeda-Lopez, Freddy ; Bernal, Joaquin ; Freddy Cepeda L., ; Fabio Ortega C., .
    In: Borradores de Economia.
    RePEc:bdr:borrec:683.

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25. From Drafts to Checks: The Evolution of Correspondent Banking Networks and the Formation of the Modern U.S. Payments System, 1850–1914. (2010). James, John A ; Weiman, David F.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:42:y:2010:i:2-3:p:237-265.

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26. Disruptions in large value payment systems: An experimental approach. (2010). van Winden, Frans ; Heijmans, Ronald ; Abbink, Klaus ; Bosman, Ronald.
    In: Working Paper series, University of East Anglia, Centre for Behavioural and Experimental Social Science (CBESS).
    RePEc:uea:wcbess:10-11.

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27. Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes. (2010). Matei, Marius.
    In: Working Papers of Institute for Economic Forecasting.
    RePEc:rjr:wpiecf:100201.

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28. How Amsterdam got fiat money. (2010). Roberds, William ; Quinn, Stephen.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2010-17.

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29. Settlement delays in the money market. (2010). McAndrews, James ; Hilton, Spence ; Bartolini, Leonardo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:5:p:934-945.

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30. Banks intraday liquidity management during operational outages: Theory and evidence from the UK payment system. (2010). Schanz, Jochen ; merrouche, ouarda.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:2:p:314-323.

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31. Payments Settlement: Tiering in Private and Public Systems. (2009). Roberds, William ; Kahn, Charles.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:41:y:2009:i:5:p:855-884.

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32. A duality theory of payment systems. (2009). Peñaloza, Rodrigo Andrés ; Pealoza, Rodrigo .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:45:y:2009:i:9-10:p:679-692.

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33. Why pay? An introduction to payments economics. (2009). Roberds, William ; Kahn, Charles.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:18:y:2009:i:1:p:1-23.

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34. Banks intraday liquidity management during operational outages: theory and evidence from the UK payment system. (2009). Schanz, Jochen ; merrouche, ouarda.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0370.

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35. Understanding monetary policy implementation. (2008). Keister, Todd ; Ennis, Huberto.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2008:i:sum:p:235-263:n:v.94no.3.

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36. Precautionary Demand and Liquidity in Payment Systems. (2008). Shin, Hyun Song ; Afonso, Gara.
    In: Staff Reports.
    RePEc:fip:fednsr:352.

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37. Settlement delays in the money market. (2008). McAndrews, James ; Hilton, Spence.
    In: Staff Reports.
    RePEc:fip:fednsr:319.

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38. The timing and funding of CHAPS sterling payments. (2008). Tudela, Merxe ; Galbiati, Marco ; Becher, Christopher .
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2008:i:sep:p:113-133:n:v.14no.2.

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39. Interest on reserves and daylight credit. (2007). Weinberg, John ; Ennis, Huberto.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2007:i:spr:p:111-142:n:v.93no.2.

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40. Operational problems and aggregate uncertainty in the federal funds market. (2007). Klee, Elizabeth.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2007-49.

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41. Using Synthetic Data to Measure the Impact of RTGS on Systemic Risk in the Australian Payments System. (2006). Docherty, Peter ; Wang, G.
    In: Working Paper Series.
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42. Illiquidity in the interbank payment system following wide-scale disruptions. (2006). Garratt, Rodney ; Bech, Morten.
    In: Staff Reports.
    RePEc:fip:fednsr:239.

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43. Overnight interbank loan markets. (2006). Demiralp, Selva ; Whitesell, William ; Preslopsky, Brian.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:58:y:2006:i:1:p:67-83.

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44. Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canadas LVTS: A Simulation Approach. (2006). Arjani, Neville.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-20.

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45. The intraday price of money: evidence from the e-MID market. (2005). Monticini, Andrea.
    In: Finance.
    RePEc:wpa:wuwpfi:0507020.

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46. Molling Inter- and Intraday Payment Flows. (2005). Van Oord, Arco ; Lin, Howie.
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    RePEc:dnb:dnbwpp:074.

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47. Economizing on liquidity with deferred settlement mechanisms. (2004). Soramäki, Kimmo ; McAndrews, James ; Johnson, Kurt.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2004:i:dec:p:51-72:n:v.10no.3.

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48. Overnight interbank loan markets. (2004). Demiralp, Selva ; Whitesell, William ; Preslopsky, Brian.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-29.

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49. Optimal pricing of intraday liquidity. (2004). Martin, Antoine.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:51:y:2004:i:2:p:401-424.

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50. Payments Settlement under Limited Enforcement: Private versus Public Systems. (2004). Roberds, William ; Kahn, Charles.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:13.

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51. Simulating interbank payments and securities settlement mechanism with the BoF-PSS2 simulator. (2003). Soramaki, Kimmo ; Leinonen, Harry.
    In: Bank of Finland Research Discussion Papers.
    RePEc:zbw:bofrdp:rdp2003_023.

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52. The intraday liquidity management game. (2003). Garratt, Rodney ; Bech, Morten.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:109:y:2003:i:2:p:198-219.

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53. Settlement bank behaviour and throughput rules in an RTGS payment system with collateralised intraday credit. (2003). Buckle, Simon ; Campbell, Erin.
    In: Bank of England working papers.
    RePEc:boe:boeewp:209.

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54. Optimal pricing of intra-day liquidity. (2002). Martin, Antoine.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp02-02.

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55. Payments settlement under limited enforcement: Private versus public systems. (2002). Roberds, William ; Kahn, Charles.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-33.

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56. Gridlock resolution in interbank payment systems. (2001). Bech, Morten L ; Soramaki, Kimmo.
    In: Bank of Finland Research Discussion Papers.
    RePEc:zbw:bofrdp:rdp2001_009.

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1. Forecasting the intraday market price of money. (2014). Ravazzolo, Francesco ; Monticini, Andrea.
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2. Does SIC need a heart pacemaker?. (2013). Oleschak, Robert ; Nellen, Thomas.
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3. Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis. (2013). Monticini, Andrea ; Baglioni, Angelo.
   In: Journal of Financial Services Research.
   RePEc:kap:jfsres:v:44:y:2013:i:2:p:175-186.

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4. Liquidity-saving mechanisms in collateral-based RTGS payment systems. (2013). Martin, Antoine ; Jurgilas, Marius.
   In: Annals of Finance.
   RePEc:kap:annfin:v:9:y:2013:i:1:p:29-60.

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5. Substitution between net and gross settlement systems: A concern for financial stability?. (2011). Fecht, Falko ; Craig, Ben.
   In: Discussion Paper Series 1: Economic Studies.
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6. Risk externalities in a payments oligopoly. (2011). Nilssen, Tore.
   In: Portuguese Economic Journal.
   RePEc:spr:portec:v:10:y:2011:i:3:p:211-234.

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7. Production, hidden action, and the payment system. (2011). Haslag, Joseph ; Gu, Chao ; Guzman, Mark.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:58:y:2011:i:2:p:172-182.

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8. An agent-based model of payment systems. (2011). Soramäki, Kimmo ; Galbiati, Marco ; Soramaki, Kimmo.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:35:y:2011:i:6:p:859-875.

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9. Money Reconstructed: Argentina and Brazil after Hyperinflation. (2010). Sgard, Jerome.
   In: Sciences Po publications.
   RePEc:spo:wpmain:info:hdl:2441/4vc7skecu3q7u7s984pi2eaan.

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10. Money Reconstructed: Argentina and Brazil after Hyperinflation. (2010). Sgard, Jerome.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/4vc7skecu3q7u7s984pi2eaan.

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11. The Microstructure of Japans Interbank Money Market: Simulating Contagion of Intraday Flow of Funds Using BOJ-NET Payment Data. (2010). Soejima, Yutaka ; Imakubo, Kei.
    In: Monetary and Economic Studies.
    RePEc:ime:imemes:v:28:y:2010:p:151-180.

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12. A study of competing designs for a liquidity-saving mechanism. (2010). McAndrews, James ; Martin, Antoine.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:8:p:1818-1826.

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13. Settlement delays in the money market. (2010). McAndrews, James ; Hilton, Spence ; Bartolini, Leonardo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:5:p:934-945.

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14. Banks intraday liquidity management during operational outages: Theory and evidence from the UK payment system. (2010). Schanz, Jochen ; merrouche, ouarda.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:2:p:314-323.

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15. The intraday interest rate under a liquidity crisis: The case of August 2007. (2010). Monticini, Andrea ; Baglioni, Angelo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:107:y:2010:i:2:p:198-200.

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16. Risk control measures in payment systems. (2009). Callado-Muñoz, Francisco ; Callado-Muoz, Francisco Jose.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:1:p:1-25.

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17. Why pay? An introduction to payments economics. (2009). Roberds, William ; Kahn, Charles.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:18:y:2009:i:1:p:1-23.

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18. Why does overnight liquidity cost more than intraday liquidity?. (2009). Martin, Antoine ; Haslag, Joseph ; Bhattacharya, Joydeep.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:6:p:1236-1246.

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19. Liquidity Needs in Economies with Interconnected Financial Obligations. (2008). .
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20. Should there be intraday money markets?. (2008). McAndrews, James ; Martin, Antoine.
    In: Staff Reports.
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21. A study of competing designs for a liquidity-saving mechanism. (2008). McAndrews, James ; Martin, Antoine.
    In: Staff Reports.
    RePEc:fip:fednsr:336.

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22. The welfare effects of a liquidity-saving mechanism. (2008). McAndrews, James ; Martin, Antoine ; Atalay, Enghin.
    In: Staff Reports.
    RePEc:fip:fednsr:331.

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23. Settlement delays in the money market. (2008). McAndrews, James ; Hilton, Spence.
    In: Staff Reports.
    RePEc:fip:fednsr:319.

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24. Changes in the timing distribution of Fedwire funds transfers. (2008). McAndrews, James ; armantier, olivier ; Arnold, Jeffrey.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2008:i:sep:p:83-112:n:v.14no.2.

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25. An economic analysis of liquidity-saving mechanisms. (2008). McAndrews, James ; Martin, Antoine.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2008:i:sep:p:25-39:n:v.14no.2.

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26. Liquidity-saving mechanisms. (2008). McAndrews, James ; Martin, Antoine.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:3:p:554-567.

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27. An agent-based model of payment systems. (2008). Soramäki, Kimmo ; Galbiati, Marco.
    In: Bank of England working papers.
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28. Money, output and the payment system: Optimal monetary policy in a model with hidden effort. (2007). Martin, Antoine ; Haslag, Joseph ; Bhattacharya, Joydeep.
    In: Working Papers.
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29. Why Does Overnight Liquidity Cost More Than Intraday Liquidity?. (2007). Martin, Antoine ; Haslag, Joseph ; Bhattacharya, Joydeep.
    In: Staff General Research Papers Archive.
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30. Liquidity-saving mechanisms. (2007). McAndrews, James ; Martin, Antoine.
    In: Staff Reports.
    RePEc:fip:fednsr:282.

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31. Why does overnight liquidity cost more than intraday liquidity?. (2007). Martin, Antoine ; Haslag, Joseph ; Bhattacharya, Joydeep.
    In: Staff Reports.
    RePEc:fip:fednsr:281.

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32. Modelling Payments Systems: A Review of the Literature. (2007). Lai, Alexandra ; Chiu, Jonathan.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-28.

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33. Alternative central bank credit policies for liquidity provision in a model of payments. (2006). Mills, David.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:7:p:1593-1611.

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34. Liquidity risk in securities settlement. (2006). Devriese, Johan ; Mitchell, Janet.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:6:p:1807-1834.

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35. Modelling the cross-border use of collateral in payment systems. (2006). Willison, Matthew ; Manning, Mark J.
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36. The intraday price of money: evidence from the e-MID market. (2005). Monticini, Andrea.
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37. Alternative central bank credit policies for liquidity provision in a model of payments. (2005). Mills, David.
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38. Real-Time Gross Settlement and hybrid payment systems: a comparison. (2005). Willison, Matthew.
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39. Economizing on liquidity with deferred settlement mechanisms. (2004). Soramäki, Kimmo ; McAndrews, James ; Johnson, Kurt.
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41. Settlement bank behaviour and throughput rules in an RTGS payment system with collateralised intraday credit. (2003). Buckle, Simon ; Campbell, Erin.
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42. How Well Do Banks Manage Their Reserves?. (2002). Yaron, Amir ; Mukhopadhyay, Tridas ; Jallath-Coria, Eduardo.
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43. Optimal pricing of intra-day liquidity. (2002). Martin, Antoine.
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44. Real-time gross settlement and the costs of immediacy. (2001). Roberds, William ; Kahn, Charles.
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45. Risk externalities in a payments oligopoly. (2000). Nilssen, Tore.
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46. The timing and funding of Fedwire funds transfers. (2000). McAndrews, James ; Rajan, Samira.
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47. Systemic Risk: A Survey. (2000). Hartmann, Philipp ; DE BANDT, OLIVIER.
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48. Settlement risk under gross and net settlement. (1999). Roberds, William ; McAndrews, James ; Kahn, Charles.
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49. Settlement risk under gross and net settlement. (1999). Roberds, William ; McAndrews, James ; Kahn, Charles.
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50. Real-time gross settlement and the costs of immediacy. (1999). Roberds, William ; Kahn, Charles.
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