Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks
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- Liu, Anqi & Paddrik, Mark & Yang, Steve Y. & Zhang, Xingjia, 2020. "Interbank contagion: An agent-based model approach to endogenously formed networks," Journal of Banking & Finance, Elsevier, vol. 112(C).
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More about this item
Keywords
Interbank lending market; agent-based simulation; contagion risk; network topology; financial crisis;All these keywords.
JEL classification:
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- L14 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Transactional Relationships; Contracts and Reputation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2018-05-14 (Computational Economics)
- NEP-HME-2018-05-14 (Heterodox Microeconomics)
- NEP-MON-2018-05-14 (Monetary Economics)
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