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Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments

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  • Luca Riccetti

    (Università degli Studi di Macerata, Macerata, Italy)

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  • Luca Riccetti, 2022. "Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments," International Journal of Microsimulation, International Microsimulation Association, vol. 15(2), pages 44-61.
    • Handle: RePEc:ijm:journl:v:15:y:2022:i:2:p:44-61
    DOI: 10.34196/ijm.00262
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    Cited by:

    1. Shanshan Jiang & Jie Wang & Ruiting Dong & Yutong Li & Min Xia, 2023. "Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market," Sustainability, MDPI, vol. 15(3), pages 1-24, February.

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