Pages that link to "Item:Q900392"
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The following pages link to Leveraged network-based financial accelerator (Q900392):
Displaying 14 items.
- Editorial: Introduction to the special issue on `Rethinking policies when heterogeneity matters' (Q900371) (← links)
- An endogenous model of the credit network (Q1618857) (← links)
- Towards a credit network based early warning indicator for crises (Q1623965) (← links)
- Fiscal and monetary policies in complex evolving economies (Q1624043) (← links)
- Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes (Q1655659) (← links)
- Agent based-stock flow consistent macroeconomics: towards a benchmark model (Q1655744) (← links)
- Modeling loss-propagation in the global supply network: the dynamic agent-based model acclimate (Q1655768) (← links)
- Interbank loans, collateral and modern monetary policy (Q1656472) (← links)
- Economic convergence: policy implications from a heterogeneous agent model (Q1994573) (← links)
- Measuring the covariance risk of consumer debt portfolios (Q2002659) (← links)
- Search for profits and business fluctuations: how does banks' behaviour explain cycles? (Q2115960) (← links)
- Contagion risk in endogenous financial networks (Q2410452) (← links)
- Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: analysis using an agent-based model (Q2661666) (← links)
- Countercyclical capital buffers, bank concentration and macrofinancial stability in an agent-based macro-financial framework (Q6497620) (← links)
