Interbank contagion : an agent-based model approach to endogenously formed networks
Year of publication: |
2020
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Authors: | Liu, Anqi ; Paddrik, Mark ; Yang, Steve Y. ; Zhang, Xingjia |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 112.2020, p. 1-15
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Subject: | Agent-based simulation | Contagion | Financial crisis | Financial networks | Interbank lending market | Agentenbasierte Modellierung | Agent-based modeling | Finanzkrise | Ansteckungseffekt | Contagion effect | Unternehmensnetzwerk | Business network | Interbankenmarkt | Interbank market | Simulation | Geldmarkt | Money market | Theorie | Theory | Netzwerk | Network | Bankenkrise | Banking crisis |
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