The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model
type: Item
instance of: scholarly article
title: The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model
zbMATH Open document ID: 1401.91375
author: Andrea Gurgone
author: Giulia Iori
author: Saqib Jafarey
publication date: 2018-08-13T00:00:00Z
full work available at URL: JEDC 3rd submission.compressed.pdf
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 91B69
zbMATH DE Number: 6916952
zbMATH Keywords: financial fragility
zbMATH Keywords: liquidity hoarding
zbMATH Keywords: macroeconomic stability
zbMATH Keywords: agent-based macroeconomics
zbMATH Keywords: interbank market
MaRDI profile type: Publication
OpenAlex ID: W2792122712
cites work: Individual learning about consumption
cites work: Emergent dynamics of a macroeconomic agent based model with capital and credit
cites work: Agent based-stock flow consistent macroeconomics: towards a benchmark model
cites work: The impact of heterogeneous trading rules on the limit order book and order flows
cites work: A simulation analysis of the microstructure of double auction markets*
cites work: Macroeconomics from the bottom-up
cites work: The financial accelerator in an evolving credit network
cites work: Income distribution, credit and fiscal policies in an agent-based Keynesian model
cites work: Schumpeter meeting Keynes: a policy-friendly model of endogenous growth and business cycles
cites work: Financial regulations and bank credit to the real economy
cites work: A network analysis of the Italian overnight money market
cites work: Emergence of a core-periphery structure in a simple dynamic model of the interbank market
Wikidata QID: Q130079989
DOI: 10.1016/J.JEDC.2018.03.006
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6916952