Lenzu, Simone; Tedeschi, Gabriele - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 18, pp. 4331-4341
In this paper we develop an interbank market with heterogeneous financial institutions that enter into lending agreements on different network structures. Credit relationships (links) evolve endogenously via a fitness mechanism based on agents’ performance. By changing the agent’s trust on...