Interbank Contagion : An Agent-Based Model (ABM) Approach to Endogenously Formed Networks
Year of publication: |
2017
|
---|---|
Authors: | Yang, Steve Y. |
Other Persons: | Liu, Anqi (contributor) ; Zhang, Xingjia (contributor) ; Paddrik, Mark E. (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Agentenbasierte Modellierung | Agent-based modeling | Theorie | Theory | Unternehmensnetzwerk | Business network | Ansteckungseffekt | Contagion effect | Interbankenmarkt | Interbank market | Netzwerk | Network |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 10, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2777507 [DOI] |
Classification: | C63 - Computational Techniques ; G01 - Financial Crises ; G17 - Financial Forecasting ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Interbank Contagion : An Agent-Based Model Approach to Endogenously Formed Networks
Liu, Anqi, (2017)
-
Finger, Karl, (2014)
-
Filling in the blanks : network structure and interbank contagion
Anand, Kartik, (2014)
- More ...
-
Interbank Contagion : An Agent-Based Model Approach to Endogenously Formed Networks
Liu, Anqi, (2017)
-
Interbank contagion : an agent-based model approach to endogenously formed networks
Liu, Anqi, (2020)
-
Interbank Market Formation through Reinforcement Learning and Risk Aversion
Liu, Anqi, (2017)
- More ...