Similar Search Results

Prospect theory behavioral assumptions in an artificial financial economy

Raberto, Marco; Teglio, Andrea; Cincotti, Silvano - In: Complexity and artificial markets, (pp. 55-66). 2008

Persistent link: https://www.econbiz.de/10003763003

Systemic financial risk indicators and securitised assets : an agent-based framework

Mazzocchetti, Andrea; Lauretta, Eliana; Raberto, Marco; … - In: Journal of economic interaction and coordination 15 (2020) 1, pp. 9-47

Persistent link: https://www.econbiz.de/10012226888

From financial instability to green finance : the role of banking and credit market regulation in the Eurace model

Raberto, Marco; Ozel, Bulent; Ponta, Linda; Teglio, Andrea - In: Journal of evolutionary economics : JEE 29 (2019) 1, pp. 429-465

Persistent link: https://www.econbiz.de/10012054456

Integrating real and financial markets in an agent-based economic model : an application to monetary policy design

Raberto, Marco; Teglio, Andrea; Cincotti, Silvano - In: Computational economics 32 (2008) 1/2, pp. 147-162

Persistent link: https://www.econbiz.de/10003755593

Fraudulent agents in an artificial financial market

Scalas, Enrico; Cincotti, Silvano; Dose, Christian; … - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 317-326). 2005

Persistent link: https://www.econbiz.de/10002775825

Systemic Financial Risk Indicators and Securitised Assets : an Agent-Based Framework

Mazzocchetti, Andrea - 2019

The paper presents an agent-based model of a credit economy which includes a securitisation process and a bailout mechanism for banks' bankruptcies. Within this model's framework banks are able to sell mortgages to a Financial Vehicle Corporation, which finances its activity by creating...

Persistent link: https://www.econbiz.de/10012896187