Dynamic interaction between asset prices and bank behavior : a systemic risk perspective
Aki-Hiro Sato, Paolo Tasca, Takashi Isogai
| Year of publication: |
2019
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|---|---|
| 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
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| Subject: | Banking system | Capital adequacy ratio (CAR) | Procyclicality | Agent-based model | Financial market | Balance sheets | Finanzmarkt | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory | Kreditrisiko | Credit risk | Bank | Kreditgeschäft | Bank lending | Basler Akkord | Basel Accord | Systemrisiko | Systemic risk | Bankrisiko | Bank risk | Bilanzstrukturmanagement | Asset-liability management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-018-9792-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012309235