Cargando…
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...
| Autores principales: | , , , |
|---|---|
| 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 |