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subject:"Agent-based modeling"
(187 results)
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A network approach to interbank contagion risk in South Africa
Mananga, Pierre Nkou
;
Lin, Shiqiang
;
Zhang, Hairui
-
2023
Persistent link: https://www.econbiz.de/10014337911
Saved in:
2
Interbank contagion risk in China under an ABM approach for network formation
Lin, Shiqiang
;
Zhang, Hairui
- In:
European financial management : the journal of the …
29
(
2023
)
2
,
pp. 458-486
Persistent link: https://www.econbiz.de/10014258831
Saved in:
3
Budgetary rigour with stimulus in lean times : policy advices from an agent-based model
Teglio, Andrea
;
Mazzocchetti, Andrea
;
Ponta, Linda
; …
- In:
Journal of economic behavior & organization : JEBO
157
(
2019
),
pp. 59-83
Persistent link: https://www.econbiz.de/10012138462
Saved in:
4
Margin requirements and systemic liquidity risk
Bakoush, Mohamed
;
Gerding, Enrico H.
;
Wolfe, Simon
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 78-95
Persistent link: https://www.econbiz.de/10012127827
Saved in:
5
Can banks default overnight? : modelling endogenous contagion on the O/N interbank market
Smaga, P.
;
Wiliński, M.
;
Ochnicki, P.
;
Arendarski, P.
; …
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1815-1829
Persistent link: https://www.econbiz.de/10012262180
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6
Deleveraging crises and deep recessions : a behavioural approach
Seppecher, Pascal
;
Salle, Isabelle
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3771-3790
Persistent link: https://www.econbiz.de/10011293433
Saved in:
7
Systemic risk of the global banking system - an agent-based network model approach
Klenger, Tomáš
;
Teplý, Petr
- In:
Prague economic papers : a bimonthly journal of …
23
(
2014
)
1
,
pp. 24-41
Persistent link: https://www.econbiz.de/10010390416
Saved in:
8
Systemic risk analytics : a data-driven multi-agent financial network (MAFN) approach
Markose, Sheri M.
- In:
Journal of banking regulation
14
(
2013
)
3/4
,
pp. 285-305
Persistent link: https://www.econbiz.de/10010357111
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