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~institution:"OECD"
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Systemic Financial Risk
Thurner, Stefan
-
2012
This report analyses the results of simulations using an agent based model of
financial
markets
to show how excessive … levels of leverage in
financial
markets
can lead to a systemic crash. Investors overload on risky assets betting more than …
Persistent link: https://www.econbiz.de/10012447146
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