An agent-based model for financial vulnerability
Year of publication: |
July 2018
|
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Authors: | Bookstaber, Richard M. ; Paddrik, Mark ; Tivnan, Brian |
Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 13.2018, 2, p. 433-466
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Subject: | Agent-based models | Financial intermediation | Financial networks | Contagion | Macroprudential | Stress testing | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory | Ansteckungseffekt | Contagion effect | Stresstest | Stress test | Bankenkrise | Banking crisis | Bankrisiko | Bank risk | Finanzintermediation | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Simulation | Finanzmarktaufsicht | Financial supervision | Finanzsektor | Financial sector |
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