How the interbank market becomes systemically dangerous : an agent-based network model of financial distress propagation
Matteo Serri, Guido Caldarelli and Giulio Cimini
| Year of publication: |
March 2017
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| Authors: | Serri, Matteo ; Caldarelli, Guido ; Cimini, Giulio |
| Published in: |
The journal of network theory in finance. - London : Infopro Digital, ISSN 2055-7795, ZDB-ID 2835731-0. - Vol. 3.2017, 1, p. 35-52
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| Subject: | financial contagion | systemic risk | financial networks | interbank lending market | agent-based models | Agentenbasierte Modellierung | Agent-based modeling | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Interbankenmarkt | Interbank market | Theorie | Theory | Geldmarkt | Money market | Unternehmensnetzwerk | Business network | Bankrisiko | Bank risk | Bankenkrise | Banking crisis | Netzwerk | Network | Kreditrisiko | Credit risk | Schock | Shock |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JNTF.2017.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011668581