Interbank contagion : an agent-based model approach to endogenously formed networks
Anqi Liu, Mark Paddrik, Steve Y. Yang, Xingjia Zhang
| Year of publication: |
2020
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| Authors: | Liu, Anqi ; Paddrik, Mark ; Yang, Steve Y. ; Zhang, Xingjia |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 112.2020, p. 1-15
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| Subject: | Agent-based simulation | Contagion | Financial crisis | Financial networks | Interbank lending market | Agentenbasierte Modellierung | Agent-based modeling | Finanzkrise | Ansteckungseffekt | Contagion effect | Theorie | Theory | Simulation | Interbankenmarkt | Interbank market | Netzwerk | Network | Geldmarkt | Money market | Unternehmensnetzwerk | Business network | Bankenkrise | Banking crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2017.08.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012225232