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Destructive agents, finance firms, and systemic risk

Bilkicm, Natasa; Gries, Thomas - 2014

Persistent link: https://www.econbiz.de/10010413878

Interacting agents in finance

Hommes, Cars H. - 2006

Persistent link: https://www.econbiz.de/10003314796

Agent-based modeling for financial markets

Iori, Giulia; Porter, James - In: The Oxford handbook of computational economics and finance, (pp. 635-666). 2018

Persistent link: https://www.econbiz.de/10011952576

Convex incentives in financial markets : an agent-based analysis

Fabretti, Annalisa; Gärling, Tommy; Herzel, Stefano; … - In: Decisions in economics and finance : DEF ; a journal of … 40 (2017) 1/2, pp. 375-395

Persistent link: https://www.econbiz.de/10011997764

Agent-Based Modelling for Financial Markets

Iori, Giulia; Porter, James - In: The Oxford handbook of computational economics and finance. 2018

Persistent link: https://www.econbiz.de/10013475823

Financial Regulation in an Agent-Based Macroeconomomic Model

Riccetti, Luca - 2019

the effects of banking regulation on macroeconomic dynamics. In particular, we study the overall credit exposure and the … overall exposure for banking stability, even if both features are very important. We show that a too tight regulation is …

Persistent link: https://www.econbiz.de/10012905161

Multi-Agent based Capital Market Management System : A Distributed Framework for Trading and Regulation

Ahmed, Muhammed Kabir; Ali, Aliyuda; Aminu, Ali Ahmad; … - 2021

Stock Market plays a vital role in the economy of every nation. Having a transparent market may boost the confidence of not only stock brokers but also that of investors. One of the major problems that make investors to shy away from the market is lack of transparency. Another Problem which...

Persistent link: https://www.econbiz.de/10013222802

Evaluating regulation within an artificial financial system : a framework and its application to the liquidity coverage ratio regulation

Riedler, Jesper; Brückbauer, Frank - 2017

We develop a general model of the financial system that allows for the evaluation of bank regulation. Our framework …, maturity and liquidity. As a first application of the model we implement the liquidity coverage ratio (LCR) regulation and … lending in the face of shocks. We find that the LCR regulation reduces the supply of loans to the real sector, increases the …

Persistent link: https://www.econbiz.de/10011643604

Market stability vs. market resilience : regulatory policies experiments in an agent-based model with low- and high-frequency trading

Leal, Sandrine Jacob; Napoletano, Mauro - 2016

Persistent link: https://www.econbiz.de/10011644118

Market stability vs. market resilience : regulatory policies experiments in an agent based model with low- and high-frequency trading

Jacob Leal, Sandrine; Napoletano, Mauro - 2016

We investigate the effects of different regulatory policies directed towards high-frequency trading (HFT) through an agent-based model of a limit order book able to generate flash crashes as the result of the interactions between low- and high-frequency (HF) traders. We analyze the impact of the...

Persistent link: https://www.econbiz.de/10011457384