Agent-based risk management - A regulatory approach to financial markets
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- Thomas Theobald, 2015. "Agent-based risk management – a regulatory approach to financial markets," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(5), pages 780-820, October.
References listed on IDEAS
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Cited by:
- Thomas Theobald & Silke Tober & Emanuel List, 2015. "Finanzmarktstabilität in Zeiten unkonventioneller Geldpolitik," IMK Report 107-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
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More about this item
Keywords
systemic risk; behavioral finance; agent-based model; financial crisis;All these keywords.
JEL classification:
- D03 - Microeconomics - - General - - - Behavioral Microeconomics: Underlying Principles
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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