The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model
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Publication:1657375
DOI10.1016/j.jedc.2018.03.006zbMath1401.91375OpenAlexW2792122712MaRDI QIDQ1657375
Andrea Gurgone, Giulia Iori, Saqib Jafarey
Publication date: 13 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/19671/1/JEDC_3rd_submission.compressed.pdf
financial fragilityinterbank marketmacroeconomic stabilityagent-based macroeconomicsliquidity hoarding
Macroeconomic theory (monetary models, models of taxation) (91B64) Heterogeneous agent models (91B69)
Related Items (5)
Constructing banking networks under decreasing costs of link formation ⋮ Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market ⋮ Connectivity, centralisation and `robustness-yet-fragility' of interbank networks ⋮ Income inequality, consumption, credit and credit risk in a data-driven agent-based model ⋮ The impacts of interest rates on banks' loan portfolio risk-taking
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- Agent based-stock flow consistent macroeconomics: towards a benchmark model
- The impact of heterogeneous trading rules on the limit order book and order flows
- INDIVIDUAL LEARNING ABOUT CONSUMPTION
- A simulation analysis of the microstructure of double auction markets*
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