Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market
Lilit Popoyan, Mauro Napoletano, Andrea Roventini
| Year of publication: |
2020
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|---|---|
| Authors: | Popoyan, Lilit ; Napoletano, Mauro ; Roventini, Andrea |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 117.2020, p. 1-25
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| Subject: | Agent-based models | Basel III regulation | Financial instability | Interbank market freezes | Macro-prudential policy | Monetary policy | Tinbergen principle | Agentenbasierte Modellierung | Agent-based modeling | Finanzkrise | Financial crisis | Geldmarkt | Money market | Geldpolitik | Basler Akkord | Basel Accord | Interbankenmarkt | Interbank market | Theorie | Theory | Bankenliquidität | Bank liquidity | Bankenkrise | Banking crisis | Finanzmarktregulierung | Financial market regulation |