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Matjaz Steinbacher

Personal Details

First Name:Matjaz
Middle Name:
Last Name:Steinbacher
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RePEc Short-ID:pst299

Research output

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Jump to: Working papers Articles

Working papers

  1. Steinbacher, Matjaz & Steinbacher, Mitja & Steinbacher, Matej, 2013. "Credit Contagion in Financial Markets: A Network-Based Approach," MPRA Paper 49616, University Library of Munich, Germany.
  2. Steinbacher, Matjaz, 2009. "Knowledge, Preferences and Shocks in Portfolio Analysis," MPRA Paper 13567, University Library of Munich, Germany.
  3. Steinbacher, Matej & Steinbacher, Matjaz & Steinbacher, Mitja, 2009. "A Repeated Game Heterogeneous-Agent Wage-Posting Model," MPRA Paper 16706, University Library of Munich, Germany.
  4. Steinbacher, Matjaz, 2009. "Behavior of Investors on a Multi-Asset Market," MPRA Paper 15898, University Library of Munich, Germany.
  5. Steinbacher, Matjaz, 2009. "Value-at-Risk versus Non-Value-at-Risk Traders," MPRA Paper 14295, University Library of Munich, Germany.
  6. Steinbacher, Matej & Steinbacher, Matjaz & Steinbacher, Mitja, 2009. "Homogenous Agent Wage-Posting Model with Wage Dispersion," MPRA Paper 16114, University Library of Munich, Germany.
  7. Steinbacher, Matjaz, 2009. "The Role of Liquidity Individuals in the Decision-Making," MPRA Paper 13566, University Library of Munich, Germany.
  8. Steinbacher, Matjaz, 2009. "Acceptable Risk in a Portfolio Analysis," MPRA Paper 13569, University Library of Munich, Germany.
  9. Steinbacher, Matej & Steinbacher, Matjaz & Steinbacher, Mitja, 2009. "To Work or Not? Simulating Inspection Game with Labor Unions," MPRA Paper 13565, University Library of Munich, Germany.
  10. Steinbacher, Matjaz, 2009. "What is the “value” of value-at-risk in a simulated portfolio decision-making game?," MPRA Paper 13866, University Library of Munich, Germany.
  11. Steinbacher, Matjaz, 2009. "Self-Interest, Incentives and the Decision-Making," MPRA Paper 15041, University Library of Munich, Germany.
  12. Steinbacher, Matjaz, 2008. "Stochastic Processes in Finance and Behavioral Finance," MPRA Paper 13603, University Library of Munich, Germany.
  13. Matjaz Steinbacher, 2006. "Using Perturbation Methods in the Model of Technological Change," Computing in Economics and Finance 2006 295, Society for Computational Economics.

Articles

  1. Matjaž Steinbacher & Mitja Steinbacher & Matej Steinbacher, 2016. "Robustness of banking networks to idiosyncratic and systemic shocks: a network-based approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 11(1), pages 95-117, April.
    RePEc:srs:jarf12:8:v:1:y:2009:i:1:p:81-92 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Steinbacher, Matjaz & Steinbacher, Mitja & Steinbacher, Matej, 2013. "Credit Contagion in Financial Markets: A Network-Based Approach," MPRA Paper 49616, University Library of Munich, Germany.

    Cited by:

    1. João Silvestre, 2017. "Sovereign default contagion: an agent-based model approach," Working Papers Department of Economics 2017/08, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    2. J. Molins & E. Vives, 2015. "Model risk on credit risk," Papers 1502.06984, arXiv.org, revised Dec 2015.

  2. Steinbacher, Matjaz, 2009. "Knowledge, Preferences and Shocks in Portfolio Analysis," MPRA Paper 13567, University Library of Munich, Germany.

    Cited by:

    1. Andrikopoulos, Andreas & Economou, Labriana, 2016. "Coauthorship and subauthorship patterns in financial economics," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 12-19.

  3. Steinbacher, Matjaz, 2009. "The Role of Liquidity Individuals in the Decision-Making," MPRA Paper 13566, University Library of Munich, Germany.

    Cited by:

    1. Steinbacher, Matjaz, 2009. "Value-at-Risk versus Non-Value-at-Risk Traders," MPRA Paper 14295, University Library of Munich, Germany.
    2. Steinbacher, Matjaz, 2009. "What is the “value” of value-at-risk in a simulated portfolio decision-making game?," MPRA Paper 13866, University Library of Munich, Germany.
    3. Steinbacher, Matjaz, 2009. "Behavior of Investors on a Multi-Asset Market," MPRA Paper 15898, University Library of Munich, Germany.

  4. Steinbacher, Matjaz, 2009. "What is the “value” of value-at-risk in a simulated portfolio decision-making game?," MPRA Paper 13866, University Library of Munich, Germany.

    Cited by:

    1. Steinbacher, Matjaz, 2009. "Value-at-Risk versus Non-Value-at-Risk Traders," MPRA Paper 14295, University Library of Munich, Germany.
    2. Steinbacher, Matjaz, 2009. "Behavior of Investors on a Multi-Asset Market," MPRA Paper 15898, University Library of Munich, Germany.

  5. Steinbacher, Matjaz, 2008. "Stochastic Processes in Finance and Behavioral Finance," MPRA Paper 13603, University Library of Munich, Germany.

    Cited by:

    1. Cadogan, Godfrey, 2010. "Commutative Prospect Theory and Stopped Behavioral Processes for Fair Gambles," MPRA Paper 22342, University Library of Munich, Germany.

Articles

  1. Matjaž Steinbacher & Mitja Steinbacher & Matej Steinbacher, 2016. "Robustness of banking networks to idiosyncratic and systemic shocks: a network-based approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 11(1), pages 95-117, April.

    Cited by:

    1. Pawe{l} Smaga & Mateusz Wili'nski & Piotr Ochnicki & Piotr Arendarski & Tomasz Gubiec, 2016. "Can banks default overnight? Modeling endogenous contagion on O/N interbank market," Papers 1603.05142, arXiv.org.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-NET: Network Economics (5) 2009-02-28 2009-02-28 2009-02-28 2009-03-14 2013-09-28. Author is listed
  2. NEP-GTH: Game Theory (4) 2009-02-28 2009-02-28 2009-03-14 2009-08-16
  3. NEP-LAB: Labour Economics (3) 2009-02-28 2009-07-11 2009-08-16
  4. NEP-CMP: Computational Economics (2) 2009-07-03 2009-08-16
  5. NEP-RMG: Risk Management (2) 2009-03-14 2013-09-28
  6. NEP-BAN: Banking (1) 2013-09-28
  7. NEP-BEC: Business Economics (1) 2009-07-11
  8. NEP-FMK: Financial Markets (1) 2013-09-28
  9. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2009-02-28
  10. NEP-SOC: Social Norms & Social Capital (1) 2009-02-28
  11. NEP-UPT: Utility Models & Prospect Theory (1) 2009-02-28

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