Taming financial systemic risk: models, instruments and early warning indicators

[1] Aikman D(2015)Curbing the credit cycle Econ J 125 1072-1109

[2] Haldane AG(2005)Estimation of agent-based models: the case of an asymmetric herding model Comput Econ 26 19-49

[3] Nelson BD(2006)Estimation of a simple agent-based model of financial markets: an application to australian stock and foreign exchange data Physica A 370 38-42

[4] Alfarano S(2019)Alternative approaches for the reformulation of economics J Econ Interact Coord 14 1-6

[5] Lux T(2000)Bubbles and crises Econ J 110 236-255

[6] Wagner F(2016)Taming the Basel leverage cycle J Financ Stabil 27 263-277

[7] Alfarano S(2017)Pathways towards instability in financial networks Nat Commun 8 14416-76

[8] Lux T(2013)Major trends in agent-based economics J Econ Interact Coord 8 211-2084

[9] Wagner F(2015)Credit crunches and credit allocation in a model of entrepreneurship Rev Econ Dyn 18 53-149

[10] Alfarano S(2007)Credit chains and bankruptcy propagation in production networks J Econ Dyn Control 31 2061-1141

[1] Aikman D(2015)Curbing the credit cycle Econ J 125 1072-1109

[2] Haldane AG(2005)Estimation of agent-based models: the case of an asymmetric herding model Comput Econ 26 19-49

[3] Nelson BD(2006)Estimation of a simple agent-based model of financial markets: an application to australian stock and foreign exchange data Physica A 370 38-42

[4] Alfarano S(2019)Alternative approaches for the reformulation of economics J Econ Interact Coord 14 1-6

[5] Lux T(2000)Bubbles and crises Econ J 110 236-255

[6] Wagner F(2016)Taming the Basel leverage cycle J Financ Stabil 27 263-277

[7] Alfarano S(2017)Pathways towards instability in financial networks Nat Commun 8 14416-76

[8] Lux T(2013)Major trends in agent-based economics J Econ Interact Coord 8 211-2084

[9] Wagner F(2015)Credit crunches and credit allocation in a model of entrepreneurship Rev Econ Dyn 18 53-149

[10] Alfarano S(2007)Credit chains and bankruptcy propagation in production networks J Econ Dyn Control 31 2061-1141