A Game-Theoretic Model with Empirics of Economic Crises
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More about this item
Keywords
Game theory; sensitivity analysis; economic risk; default; contagion;All these keywords.
JEL classification:
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
- G01 - Financial Economics - - General - - - Financial Crises
NEP fields
This paper has been announced in the following NEP Reports:- NEP-GTH-2015-11-15 (Game Theory)
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