Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises
Published in The European Journal of Finance, 2021
The paper studies systemic capital buffers under different configurations of financial networks in a model of the macroeconomy with an interbank market.
Recommended citation: Gurgone, A., Iori, G. (2021). Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises: The European Journal of Finance.