Systemic financial risk indicators and securitised assets : an agent-based framework
Andrea Mazzocchetti, Eliana Lauretta, Marco Raberto, Andrea Teglio, Silvano Cincotti
| Year of publication: |
2020
|
|---|---|
| Authors: | Mazzocchetti, Andrea ; Lauretta, Eliana ; Raberto, Marco ; Teglio, Andrea ; Cincotti, Silvano |
| Subject: | Systemic risk | Systemic financial risk indicators | Securitisation | Housing market | Agent-based models | Agentenbasierte Modellierung | Agent-based modeling | Systemrisiko | Verbriefung | Securitization | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11403-019-00268-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012226888