The impacts of interest rates on banks' loan portfolio risk-taking
From MaRDI portal
Publication:2102868
Recommendations
- Real interest rates, leverage, and bank risk-taking
- In search for yield? Survey-based evidence on bank risk taking
- The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model
- Interbank loans, collateral and modern monetary policy
- Financial regulations and bank credit to the real economy
Cites work
- A model of the topology of the bank -- firm credit network and its role as channel of contagion
- A network analysis of the Italian overnight money market
- A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
- Agent-based modeling. The Santa Fe Institute artificial stock market model revisited
- Agent-based simulation of a financial market
- Artificial economic life: A simple model of a stockmarket
- Bank Runs, Deposit Insurance, and Liquidity
- Complex adaptive systems. An introduction to computational models of social life.
- Complex networks: structure and dynamics
- Complexity and the character of stock returns: empirical evidence and a model of asset prices based on complex investor learning
- Contagion and risk-sharing on the inter-bank market
- Contagion in financial networks
- Disentangling bipartite and core-periphery structure in financial networks
- Dynamic models of segregation†
- Elimination of systemic risk in financial networks by means of a systemic risk transaction tax
- Evaluating systemic risk using bank default probabilities in financial networks
- Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market
- Experience-weighted Attraction Learning in Normal Form Games
- Financial regulations and bank credit to the real economy
- Fuzzy inductive reasoning, expectation formation and the behavior of security prices
- GitHub
- Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?
- scientific article; zbMATH DE number 194418 (Why is no real title available?)
- scientific article; zbMATH DE number 2212838 (Why is no real title available?)
- Learning in extensive-form games: Experimental data and simple dynamic models in the intermediate term
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- Liquidity flows in interbank networks
- Macroeconomics from the bottom-up
- Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
- Network and eigenvalue analysis of financial transaction networks
- Network models and financial stability
- Network topology of the interbank market
- Networked relationships in the e-MID interbank market: a trading model with memory
- Rollover risk, network structure and systemic financial crises
- Simulating social phenomena
- Social and economic networks.
- Statistical mechanics of complex networks
- Systemic risk in financial systems
- The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model
- The impact of Basel III on financial (in)stability: an agent-based credit network approach
- The multiplex structure of interbank networks
- Tipping points in macroeconomic agent-based models
- To bail-out or to bail-in? Answers from an agent-based model
- Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market
Cited in
(3)
This page was built for publication: The impacts of interest rates on banks' loan portfolio risk-taking
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2102868)
