Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
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4. Credit diversification and banking systemic risk;Journal of Economic Interaction and Coordination;2024-01
5. High-Frequency Financial Market Simulation and Flash Crash Scenarios Analysis: An Agent-Based Modelling Approach;Journal of Artificial Societies and Social Simulation;2024
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