Dynamic interaction between asset prices and bank behavior : a systemic risk perspective
Year of publication: |
2019
|
---|---|
Authors: | Sato, Aki-Hiro ; Tasca, Paolo ; Isogai, Takashi |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 54.2019, 4, p. 1505-1537
|
Subject: | Banking system | Capital adequacy ratio (CAR) | Procyclicality | Agent-based model | Financial market | Balance sheets | Finanzmarkt | Agentenbasierte Modellierung | Agent-based modeling | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Bank | Kapitalmarkttheorie | Financial economics | Systemrisiko | Systemic risk | Kreditgeschäft | Bank lending | Börsenkurs | Share price | Finanzkrise | Financial crisis |
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