Prices, debt and market structure in an agent-based model of the financial market

DOI10.1016/J.JEDC.2014.08.013zbMath1402.91947OpenAlexW2151574577MaRDI QIDQ1991937

Jesper Riedler, Thomas Fischer

Publication date: 2 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2014.08.013

zbMATH Keywords

financial marketsleveragesystemic riskagent-based modelcredit frictions

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Heterogeneous agent models (91B69)

Related Items (3)

An agent-based model of corporate bond trading ⋮ Interbank loans, collateral and modern monetary policy ⋮ Multiagent systems for modeling the information game in a financial market

Cites Work

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