Understanding flash crash contagion and systemic risk : a micro-macro agent-based approach
James Paulin, Anisoara Calinescu, Michael Wooldridge
| Year of publication: |
2019
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|---|---|
| Authors: | Paulin, James ; Calinescu, Anisoara ; Wooldridge, Michael J. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 100.2019, p. 200-229
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| Subject: | Agent-based model | Algorithmic trading | Flash crashes | Limit order book | Portfolio crowding | Systemic risk | Agentenbasierte Modellierung | Agent-based modeling | Wertpapierhandel | Securities trading | Finanzkrise | Financial crisis | Systemrisiko | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Ansteckungseffekt | Contagion effect | Finanzmarkt | Financial market | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2018.12.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012130964