Growth and collapse : an agent-based banking model of endogenous leverage cycles and financial contagion
Year of publication: |
2018
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Authors: | Caux, Robert de ; McGroarty, Frank ; Brede, Markus |
Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 8.2018, 3/4, p. 370-387
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Subject: | financial contagion | agent-based model | bank insolvency | evolutionary game theory | simulation | networks | Agentenbasierte Modellierung | Agent-based modeling | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Spieltheorie | Game theory | Bankinsolvenz | Bank failure | Bankenkrise | Banking crisis | Simulation | Kreditgeschäft | Bank lending |
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