Bankruptcy cascades in interbank markets.

We study a credit network and, in particular, an interbank system with an agent-based model. To understand the relationship between business cycles and cascades of bankruptcies, we model a three-sector economy with goods, credit and interbank market. In the interbank market, the participating banks...

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Autores principales: Gabriele Tedeschi, Amin Mazloumian, Mauro Gallegati, Dirk Helbing
Formato: article
Lenguaje:EN
Publicado: Public Library of Science (PLoS) 2012
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Acceso en línea:https://doaj.org/article/558de39fd8ee41dcbed7f1f99e03abdb
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