Can banks default overnight? : modelling endogenous contagion on the O/N interbank market
P. Smaga, M. Wiliński, P. Ochnicki, P. Arendarski and T. Gubiec
| Year of publication: |
2018
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|---|---|
| Authors: | Smaga, P. ; Wiliński, M. ; Ochnicki, P. ; Arendarski, P. ; Gubiec, T. |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 11, p. 1815-1829
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| Subject: | Agent-based modelling | Complexity | Contagion | Macroprudential policy | Systemic risk | Ansteckungseffekt | Contagion effect | Agentenbasierte Modellierung | Agent-based modeling | Geldmarkt | Money market | Finanzkrise | Financial crisis | Finanzmarktaufsicht | Financial supervision | Bankrisiko | Bank risk | Systemrisiko | Theorie | Theory | Bankenkrise | Banking crisis | Bankenliquidität | Bank liquidity | Interbankenmarkt | Interbank market | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1438641 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262180