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Bankruptcy Cascades in Interbank Markets

We study a credit network and, in particular, an interbank system with an agent-based model. To understand the relationship between business cycles and cascades of bankruptcies, we model a three-sector economy with goods, credit and interbank market. In the interbank market, the participating banks...

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Detalles Bibliográficos
Autores principales: Tedeschi, Gabriele, Mazloumian, Amin, Gallegati, Mauro, Helbing, Dirk
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2012
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3534113/
https://www.ncbi.nlm.nih.gov/pubmed/23300760
http://dx.doi.org/10.1371/journal.pone.0052749