Systemic risk analytics : a data-driven multi-agent financial network (MAFN) approach
Sheri M. Markose
| Year of publication: |
2013
|
|---|---|
| Authors: | Markose, Sheri M. |
| Published in: |
Journal of banking regulation. - Basingstoke : Palgrave Macmillan, ISSN 1745-6452, ZDB-ID 2187925-4. - Vol. 14.2013, 3/4, p. 285-305
|
| Subject: | systemic risk | macro-prudential policy | financial network | agent-based modelling | eigenvector centrality | Pigou-type surcharge | Agentenbasierte Modellierung | Agent-based modeling | Systemrisiko | Systemic risk | Theorie | Theory | Unternehmensnetzwerk | Business network | Finanzkrise | Financial crisis | Bankrisiko | Bank risk | Finanzsektor | Financial sector |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010357111