Agent-Based Simulation Analysis on Investment Behaviors of Financial Firms Related to Bankruptcy Propagations and Financial Regulations-Reference-Cited by-同舟云学术

Agent-Based Simulation Analysis on Investment Behaviors of Financial Firms Related to Bankruptcy Propagations and Financial Regulations

Published:2016 Issue:6 Volume:31 Page:AG-G_1-11
ISSN:1346-0714
Container-title:Transactions of the Japanese Society for Artificial Intelligence
language:en
Short-container-title:Transactions of the Japanese Society for Artificial Intelligence

Author:

Kikuchi Takamasa¹,Kunigami Masaaki¹,Yamada Takashi²,Takahashi Hiroshi³,Terano Takao¹

Affiliation:

1. Tokyo Institute of Technology

2. Yamaguchi University

3. Keio University

Publisher

Japanese Society for Artificial Intelligence

Subject

Artificial Intelligence,Software

Link

https://www.jstage.jst.go.jp/article/tjsai/31/6/31_AG-G/_pdf

Reference18 articles.

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3. [Brunnermeier 09] Brunnermeier, M. K., and Pedersen, L. H.: Market liquidity and funding liquidity, Review of Financial Studies, Vol. 22, No. 6, pp. 2201-2238, 2009.

4. [Degryse 07] Degryse, H. and Nguyen,G.: Interbank exposures: an empirical examination of contagion risk in the Belgian banking system, International Journal of Central Banking, Vol. 3, No. 2, pp. 123-171, 2007.

5. [Eisenberg 01] Eisenberg, L. and Noe, H.: Systemic risk in financial systems, Management Science, Vol. 47, No. 2, pp. 236-249, 2001.

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