Aymanns, Christoph; Farmer, J. Doyne; Kleinnijenhuis, … - In: Handbook of computational economics : Volume 4: …, (pp. 329-391). 2018
, including models for the three main channels of contagion: counterparty loss, overlapping portfolios, and funding liquidity. We … of contagion, models with learning and limited deductive reasoning that can survive the Lucas critique, and practical … banks. …