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subject:"Econometrics"
subject:"Estimation theory"
~isPartOf:"Journal of economic dynamics & control"
~person:"Kollintzas, Tryphon"
~person:"Lux, Thomas"
~subject:"Interbank market"
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Econometrics
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Kollintzas, Tryphon
Lux, Thomas
Tucci, Marco Paolo
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Cogley, Timothy
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Iori, Giulia
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Thurner, Stefan
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Journal of economic dynamics & control
Kiel working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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A model of the topology of the bank : firm credit network and its role as channel of contagion
Lux, Thomas
- In:
Journal of economic dynamics & control
66
(
2016
),
pp. 36-53
Persistent link: https://www.econbiz.de/10011708361
Saved in:
2
Emergence of a core-periphery structure in a simple dynamic model of the interbank market
Lux, Thomas
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 11-23
Persistent link: https://www.econbiz.de/10011474223
Saved in:
3
Time variation of second moments from a noise trader infection model
Lux, Thomas
- In:
Journal of economic dynamics & control
22
(
1997/98
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10001229410
Saved in:
4
A generalized variance bounds text with an application to the Holt et al. inventory model
Kollintzas, Tryphon
- In:
Journal of economic dynamics & control
19
(
1995
)
1
,
pp. 59-89
Persistent link: https://www.econbiz.de/10001172962
Saved in:
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