Growth and collapse : an agent-based banking model of endogenous leverage cycles and financial contagion
Year of publication: |
2018
|
---|---|
Authors: | Caux, Robert de ; McGroarty, Frank ; Brede, Markus |
Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 8.2018, 3/4, p. 370-387
|
Subject: | financial contagion | agent-based model | bank insolvency | evolutionary game theory | simulation | networks | Agentenbasierte Modellierung | Agent-based modeling | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Spieltheorie | Game theory | Bankinsolvenz | Bank failure | Simulation | Bankenkrise | Banking crisis | Finanzmarkt | Financial market | Evolutionäre Spieltheorie | Evolutionary game theory | Kreditgeschäft | Bank lending |
-
Simulation of interactive contagion between depositors' panic and banking risk
Gong, Shuwen, (2023)
-
Simulating fire sales in a system of banks and asset managers
Calimani, Susanna, (2020)
-
Simulating fire sales in a system of banks and asset managers
Calimani, Susanna, (2022)
- More ...
-
Payment prioritisation and liquidity risk in collateralised interbank payment systems
Caux, Robert de, (2016)
-
McGroarty, Frank, (2004)
-
Market structure and microstructure, in international interest rate futures markets
McGroarty, Frank, (2010)
- More ...