Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market

DOI10.1016/j.jedc.2020.103937OpenAlexW2966758466MaRDI QIDQ2661645

Andrea Roventini, Lilit Popoyan, Mauro Napoletano

Publication date: 7 April 2021

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

Full work available at URL: https://spire.sciencespo.fr/hdl:/2441/1j4v8sl4fc9a49ankmnhv6bb6a

zbMATH Keywords

monetary policyfinancial instabilityagent-based modelsmacro-prudential policyBasel III regulationinterbank market freezesTinbergen principle

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (2)

Automated and distributed statistical analysis of economic agent-based models ⋮ The impacts of interest rates on banks' loan portfolio risk-taking

Cites Work

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