Modeling contagion in the Eurozone crisis via dynamical systems
Year of publication: |
2015
|
---|---|
Authors: | Castellacci, Giuseppe ; Choi, Youngna |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 50.2015, p. 400-410
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Subject: | Multi-agent models | Dynamical systems | Bifurcation | Market instability indicator | Sovereign credit | Systemic risk | Contagion | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Eurozone | Euro area | Systemrisiko | Dynamische Wirtschaftstheorie | Economic dynamics | Schuldenkrise | Debt crisis | Simulation | Agentenbasierte Modellierung | Agent-based modeling | Kreditrisiko | Credit risk | Schock | Shock | Nichtlineare Dynamik | Nonlinear dynamics |
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