Systemic financial risk indicators and securitised assets : an agent-based framework
Andrea Mazzocchetti, Eliana Lauretta, Marco Raberto, Andrea Teglio, Silvano Cincotti
| Year of publication: |
2020
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|---|---|
| Authors: | Mazzocchetti, Andrea ; Lauretta, Eliana ; Raberto, Marco ; Teglio, Andrea ; Cincotti, Silvano |
| Published in: |
Journal of economic interaction and coordination. - Berlin : Springer, ISSN 1860-7128, ZDB-ID 2237855-8. - Vol. 15.2020, 1, p. 9-47
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| Subject: | Systemic risk | Systemic financial risk indicators | Securitisation | Housing market | Agent-based models | Verbriefung | Securitization | Agentenbasierte Modellierung | Agent-based modeling | Systemrisiko | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Kreditrisiko | Credit risk | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11403-019-00268-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012226888