Klinger, Tomáš; Teply, Petr - In: ACTA VSFS 8 (2014) 1, pp. 64-88
In this paper, we focus on the link between systemic risk and sovereign crises. We model how state support may influence a distressed financial system on an agent-based network model calibrated to 4Q 2011 data collected from several sources. Our model contributes methodologically to agent-based...