Interbank decisions and margins of stability: an agent-based stock-flow consistent approach

DOI10.1016/J.JEDC.2024.104822MaRDI QIDQ6558582

Jessica Reale

Publication date: 19 June 2024

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

zbMATH Keywords

complex systemsmonetary policyinterbank marketrollover riskstock-flow consistent models

Mathematics Subject Classification ID

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

Cites Work

• Rollover risk, network structure and systemic financial crises
• The financial accelerator in an evolving credit network
• Agent based-stock flow consistent macroeconomics: towards a benchmark model
• Interbank loans, collateral and modern monetary policy
• Modelling the emergence of the interbank networks
• The multiplex structure of interbank networks
• Systemic illiquidity in the interbank network
• MONETARY POLICY TRANSMISSION IN A MACROECONOMIC AGENT-BASED MODEL

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