Credit Rationing in a Basic Agent-Based Model
Download full text from publisher
References listed on IDEAS
- Martin Shubik, 2001. "Money and the Monetization of Credit," Cowles Foundation Discussion Papers 1343, Cowles Foundation for Research in Economics, Yale University.
- Nigel Gilbert & Pietro Terna, 2000. "How to build and use agent-based models in social science," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 1(1), pages 57-72, March.
- Serena Sordi & Alessandro Vercelli, "undated".
"Financial Fragility and Economic Fluctuations: Numerical Simulations and Policy Implications,"
Modeling, Computing, and Mastering Complexity 2003
20, Society for Computational Economics.
- Serena Sordi & Alessandro Vercelli, 2003. "Financial Fragility and Economic Fluctuations: Numerical Simulations and Policy Implications," Department of Economics University of Siena 407, Department of Economics, University of Siena.
- Iori, Giulia, 2004. "An analysis of systemic risk in alternative securities settlement architectures," Working Paper Series 404, European Central Bank.
- Iori, Giulia & Jafarey, Saqib, 2001. "Criticality in a model of banking crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 205-212.
- Vercelli, Alessandro, 2000. "Structural financial instability and cyclical fluctuations," Structural Change and Economic Dynamics, Elsevier, vol. 11(1-2), pages 139-156, July.
More about this item
KeywordsFinancial Fragility; Avalanches of Bankruptcies; Agent-Based Models;
- G - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-05-07 (All new papers)
- NEP-CBE-2005-05-07 (Cognitive & Behavioural Economics)
- NEP-CFN-2005-05-07 (Corporate Finance)
- NEP-ENT-2005-05-07 (Entrepreneurship)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wpa:wuwpfi:0505002. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (EconWPA). General contact details of provider: http://econwpa.repec.org .