An Agent Based Propagation Model of Bank Failures

TitleAn Agent Based Propagation Model of Bank Failures
Publication TypeBook Chapter
Year of Publication2015
AuthorsDias, A., P. Campos, and P. Garrido
Secondary AuthorsAmblard, F., F. J. Miguel, A. Blanchet, and B. Gaudou
Book TitleAdvances in Artificial Economics
Series TitleLecture Notes in Economics and Mathematical Systems
Volume676
Pagination119-130
PublisherSpringer International Publishing
ISBN Number978-3-319-09577-6
KeywordsBanking networks, Contagion, Credit risk, Financial crisis, Liquidity risk, Systemic risk, Tipping points
URLhttp://dx.doi.org/10.1007/978-3-319-09578-3_10
DOI10.1007/978-3-319-09578-3_10