Relevant bibliographies by topics / Interbank markets / Dissertations / Theses
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Dissertations / Theses on the topic 'Interbank markets'

Author: Grafiati
Published: 14 March 2023

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1

Garvin, Nicholas. "Essays on liquidity, stress and interventions in interbank markets." Doctoral thesis, Universitat Pompeu Fabra, 2018. http://hdl.handle.net/10803/663095.

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This dissertation comprises three chapters on banking system liquidity. The first chapter models various policies for injecting liquidity into banks during a cri-sis. Liquidity injections through secured lending, relative to unsecured lending or bank-debt guarantees, can better disincentivise liquidity risk taking while also mitigating ex-post capital losses, in part by limiting fire selling of securities. Asset purchases cannot credibly disincentivise liquidity risk taking. The second chapter uses Australian loan-level data to compare secured and unsecured interbank lend-ing markets during th
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2

Xu, Zhuoran. "Identifying systemic risk in interbank markets by applying network theory." Thesis, University of Bath, 2016. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.687384.

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Risk assessment on interbank networks has drawn attention from researchers since the 2007 Subprime mortgage crisis. The lack of data for interbank transactions, which are usually not disclosed unless required by regulatory bodies, is one of the most critical difficulties to this research. A remedy to this issue is the dense reconstruction of interbank networks by using balance sheet data. The Maximum-Entropy estimation has been adopted by literature, however, this method produces networks with unrealistic properties: too dense in terms of having too many links. One alternative is sparse recons
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3

Issa, George. "Three Essays on the Microstructure of Over-the-Counter Interbank Markets." Thesis, The University of Sydney, 2018. http://hdl.handle.net/2123/18150.

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This thesis consists of three essays, with each comprised of an empirical analysis of microstructural issues in over-the-counter interbank markets. It uses a confidential transaction-level database from the Australian fixed-income market that is comprehensive in scope, covering virtually all cash trades and repurchase agreements across multiple asset classes over an extended 7.5-year period. To exploit this wide scope, the essays are framed to investigate issues that have both a strong policy import (given the prominence of over-the-counter and collateral markets during the Global Financial Cr
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4

Hinterschweiger, Marc. "Three essays on the transmission of monetary policy, non-linearities, and interbank markets." Diss., Ludwig-Maximilians-Universität München, 2013. http://nbn-resolving.de/urn:nbn:de:bvb:19-163793.

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5

Temizsoy, Asena. "The effects of crisis on the interbank markets and sovereign risk : empirical investigations." Thesis, City University London, 2016. http://openaccess.city.ac.uk/15184/.

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The 2007-2008 global financial turmoil is the most severe crisis since the Great Depression. Starting with the sub-prime defaults in the United States, it quickly spills over into other markets leading to the collapses of many financial institutions, worldwide banks bailouts, downturns in asset prices and also to sovereign debt crises. The aim of this thesis is to empirically investigate the repercussions of this financial crisis on interbank market and sovereign risk. In Chapter one, we empirically explore the effect of bank lending relationships in the interbank market. We use data from the
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Georg, Pierre Georg [Verfasser], Markus [Akademischer Betreuer] Pasche, and Andreas [Akademischer Betreuer] Freytag. "Systemic risk in interbank markets / Pierre Georg Georg. Gutachter: Markus Pasche ; Andreas Freytag." Jena : Thüringer Universitäts- und Landesbibliothek Jena, 2012. http://d-nb.info/1019969709/34.

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7

DEGHI, ANDREA. "Essays on Interbank Formation and the Implications of Financial Structure." Doctoral thesis, Università di Siena, 2017. http://hdl.handle.net/11365/1009240.

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As the events of the 2007 Crisis unfolded, it was clear that the failure or even rumors about the failure of one single institution could trigger freezes in numerous capital markets and widespread default in other financial institutions. How this was brought about, however, was everything but clear. Ten years later, as we stand today, the literature has progressed but many questions remain unresolved. The first question at hand is of course how banks were related and how these bilateral relationships were able to act as a passage of contagion. On the liability side, borrowing between banks pr
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8

Kapar, B. "The effects of 2007-2008 crisis on the CDS and the interbank markets : empirical investigations." Thesis, City University London, 2013. http://openaccess.city.ac.uk/2958/.

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The global crisis of 2007-2008 is the most severe crisis since the Great Depression in the financial markets. Starting with the subprime defaults in the United States, it quickly spills over into other markets leading to the collapses of many financial institutions, bail-outs of banks worldwide and downturns in asset prices. The aim of this thesis is to investigate the repercussions of this crisis on CDS and interbank market and provide empirical evidence on the changes in the pricing of CDS contracts and interbank deposits. Chapter 2 discusses the determinants of CDS spread changes on Europea
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9

Hinterschweiger, Marc [Verfasser], and Gerhard [Akademischer Betreuer] Illing. "Three essays on the transmission of monetary policy, non-linearities, and interbank markets / Marc Hinterschweiger. Betreuer: Gerhard Illing." München : Universitätsbibliothek der Ludwig-Maximilians-Universität, 2013. http://d-nb.info/1046502964/34.

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10

Ozel, Bulent. "Designing scalable and stock-flow-consistent agent-based models: Policy scenarios and experiments on housing markets, monetary unions and interbank networks." Doctoral thesis, Universitat Jaume I, 2019. http://hdl.handle.net/10803/666909.

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The recent debates in economics, following the 2008 crisis, have pointed out a necessity for micro-founded macroeconomic modelling approaches for policy analyses. Agent based models have been adopted to address two underlining aspects of a micro-founded macroeconomic approach. This dissertation as a whole is an effort at fulfilling this necessity. It is composed of a number of interrelated studies. Specific research questions are raised around the debates on monetary unions, housing markets and interbank networks. The overall objective in these works is to be able to address policy question
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11

Meng, Xianglin S. M. Massachusetts Institute of Technology. "Systemic risk in the interbank lending market." Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/117814.

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Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2018.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Cataloged from student-submitted PDF version of thesis.<br>Includes bibliographical references (pages 77-81).<br>Our goal is to understand the functioning of the interbank lending market in times of market stress. Working towards this goal, we conduct theoretical analysis and simulation to study the effects of network structure
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12

Henggeler-Müller, Jeannette. "The Potential for contagion in the Swiss interbank market." Berlin dissertation.de, 2006. http://deposit.d-nb.de/cgi-bin/dokserv?id=2903771&prov=M&dok_var=1&dok_ext=htm.

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13

Sachs, Angelika. "A network analysis of contagion risk in the interbank market." Diss., lmu, 2012. http://nbn-resolving.de/urn:nbn:de:bvb:19-144652.

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14

Saroyan, Susanna. "Essays on the European interbank market in times of crisis." Thesis, Toulouse 1, 2016. http://www.theses.fr/2016TOU10070.

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Cette thèse étudie les conditions d’accès des banques européennes au financement interbancaire non sécurisé entre 2006 et 2012. Elle contient trois essais empiriques explorant des micro-données relatives aux transactions interbancaires. La première étude empirique adopte une approche en termes de paires banque prêteuse/banque emprunteuse et montre que, une fois le risque de contrepartie et les imperfections de marché contrôlées, les banques ayant un risque de liquidité plus élevé paient une prime de taux d’intérêt. Nous montrons également que cette prime est augmentée par les banques disposant
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15

Fernandes, Lara Mónica Machado. "Interbank Linkages and Contagion Risk in the Portuguese Banking System." Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/3379.

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Mestrado em Economia Monetária e Financeira<br>Interbank money markets play a fundamental role in financial systems, since they allow for the redistribution of liquidity between financial institutions. However, they can also be a channel through which problems in one institution can spread to the remaining ones. In particular, the potential for contagion stemming from interbank money markets is closely related with the pattern of interbank lending relationships. In this study, we characterize the Portuguese overnight interbank money market between 1999 and 2009 and analyze its inherent potenti
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Nascimento, Álvaro J. B. do. "The interbank money market in Portugal : liquidity provision and monetary policy." Thesis, City University London, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.433418.

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17

Gheller, Deborah <1988&gt. "Interbank Market in the Euro Area: an empirical analysis of partecipants." Master's Degree Thesis, Università Ca' Foscari Venezia, 2012. http://hdl.handle.net/10579/2128.

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Questo lavoro analizza le peculiarità delle banche che partecipano al mercato interbancario, utilizzando dati semestrali ricavati dai bilanci di 539 banche dell’Area Euro tra la fine del 2005 e la fine del 2011. Mediante regressioni con dati panel si testa empiricamente il legame tra la posizione netta assunta nel mercato interbancario e caratteristiche specifiche alle banche, quali la dimensione, le scelte di investimento e di finanziamento, la rischiosità e il grado di liquidità. Spiegare il comportamento dei prestatori e dei prenditori di fondi nel mercato interbancario è utile per motivi s
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18

Salakhova, Dilyara. "Essays on liquidity : interconnectedness and interbank contagion." Thesis, Paris 10, 2015. http://www.theses.fr/2015PA100026/document.

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Compte-tenu du degré de complexité des interconnexions au sein du système financier mondial, mis en avant pendant la crise financière 2007-2009, l'adoption des modèles de réseaux, comme paradigme d'analyse et d'amélioration de la robustesse du système, paraît particulièrement pertinent, sinon nécessaire. Les institutions financières sont vues comme des nœuds d'un réseau où les transactions interbancaires constituent les liens au travers desquels la propagation des chocs se matérialise. En outre, la crise a également mis en évidence le rôle d'un rationnement de la liquidité comme canal majeur d
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19

Bisagni, Elena. "The overnight interbank market in the U.S. and in the Euro area /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2002. http://wwwlib.umi.com/cr/ucsd/fullcit?p3064476.

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20

Fung, James Cheuk Lun. "An agent-based model of the interbank market : reserve and capital adequacy requirements." Thesis, University of Leeds, 2014. http://etheses.whiterose.ac.uk/8242/.

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21

Assun????o, Ad??o Vone Teixeira de. "The ACD Model with an application to the brazilian interbank rate futures market." Universidade Cat??lica de Bras??lia, 2016. https://bdtd.ucb.br:8443/jspui/handle/tede/2008.

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Mwanza, Jacob. "The impact of the FRTB on Market Risk Capital for the South African InterBank Interest Rate Market." Master's thesis, Faculty of Commerce, 2021. http://hdl.handle.net/11427/32925.

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Regulations require banks to hold a minimum amount of capital for market risk resulting from their trading operations and prescribe two approaches to calculating this minimum capital requirement: (i) a Standardised Approach (SA); and (ii) an Internal Models Approach (IMA). The global financial crisis of 2008 highlighted flaws in the Basel 2 regulatory framework used by banks to calculate market risk capital charges for trading operations. In 2009, Basel 2.5 was introduced to deal with some but not all of the flaws of Basel 2. Both Basel 2 and 2.5 use the Value at Risk (VaR) risk measure as the
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Chen, Jinyu. "Conventional and unconventional monetary policy in a DSGE model with an interbank market friction." Thesis, University of St Andrews, 2014. http://hdl.handle.net/10023/6372.

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This thesis examines both conventional and unconventional monetary policies in a DSGE model with an interbank market friction. The recent crisis during 2007-2009 affected economies worldwide and forced central banks to implement not just conventional monetary policies, but also direct interventions in financial markets. We investigate a DSGE model with financial frictions, to test conventional and unconventional monetary policies. The thesis starts by using the Gertler and Kiyotaki (2010)'s modelling framework, to examine eight different shocks under imperfect interbank market conditions. Unlike
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Krause, Jens. "The emergence of interbank exposure networks : an empirical analysis and game theoretical models." Thesis, University of Oxford, 2015. https://ora.ox.ac.uk/objects/uuid:2cb47a08-3802-4bfc-b5a0-14af82521909.

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This thesis studies the emergence of financial exposures between banks and introduces a novel game of financial network formation. It shows empirically that governance structures influence how banks use the interbank market to manage liquidity and that strategic factors are additional drivers of interbank lending for private banks (Ch. 2). It further develops a model of optimal bank behaviour in the absence of liquidity shocks considering the effect of an exogenous bailout probability (Ch. 3), and introduces a model of endogenous liquidity co-insurance formation (Ch. 4). The first chapter, The
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25

Sachs, Angelika [Verfasser], and Gerhard [Akademischer Betreuer] Illing. "A network analysis of contagion risk in the interbank market / Angelika Sachs. Betreuer: Gerhard Illing." München : Universitätsbibliothek der Ludwig-Maximilians-Universität, 2012. http://d-nb.info/1023902982/34.

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26

Li, Xiaojun. "Financial stability of the banking sector - interbank contagion, market discipline, and macroeconomic roots of crises." Thesis, University of Birmingham, 2009. http://etheses.bham.ac.uk//id/eprint/953/.

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This thesis conducts three different empirical studies and finds that some of the pre-2007 risk assessment model could underestimate the systemic risk of the banking sector and justifies an overhaul. First, it simulates the contagion impact of the UK interbank market. Subject to a number of assumptions (netting agreement, seniority, etc), it finds that the contagion is much severer if the simulation uses consolidated data than using unconsolidated data. Second, the thesis tests whether the riskiness of banks can be mitigated by peer interbank monitoring. Applying to UK market, the thesis finds
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De, Angelis Catherine. "The functioning of the interbank market and its significance in the transmission of monetary policy." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1008054.

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Monetary policy in South African is the primary means by which the authorities can influence activity in the overall economy. The South African Reserve Bank accommodates banks through repo transactions for which they charge the repo rate. The most important market in the transmission of the repo rate to the rest of the economy is the interbank market. As such, a detailed discussion of this market is given. In September 200 I the monetary authorities made certain adjustments to the repo system of accommodation, which included changing the repo rate from a floating rate to a fixed rate that woul
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Скок, Є. М. "Сучасні підходи до визначення міжбанківського ринку та його кредитного сегмента". Thesis, Українська академія банківської справи Національного банку України, 2012. http://essuir.sumdu.edu.ua/handle/123456789/59284.

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Міжбанківський ринок є невід’ємною частиною фінансової систе- ми будь-якої країни з розвинутим банківським сектором. Важливість цього ринку насамперед обумовлюється його роллю в процесах пере- тікання ліквідності між банками та в передачі монетарних імпульсів від центрального банку до реального сектора економіки.
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Abbassi, Puriya [Verfasser]. "The interrelationship between monetary policy and the interbank money market during the financial crisis / Puriya Abbassi." Mainz : Universitätsbibliothek Mainz, 2011. http://d-nb.info/1031782753/34.

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30

Demertzidis, Anastasios [Verfasser]. "Quantitative analysis of the Interbank credit market e-MID in the high frequency domain / Anastasios Demertzidis." Kassel : Universitätsbibliothek Kassel, 2020. http://d-nb.info/1213544637/34.

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31

Reale, Jessica. "Interbank Market and Rollover Risk: from Monetary Theories to an Agent-Based Stock-Flow Consistent simulation." Doctoral thesis, Università di Siena, 2020. http://hdl.handle.net/11365/1096474.

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This dissertation, in its three essays, investigates the role played by the risk of rollover with respect to banks’ funding decisions and potential interbank market tensions. Since the recent financial crisis, researchers have increasingly acknowledged the relevance of interbank market liquidity frictions in undermining financial stability, weakening monetary policy transmission mechanism and central bankers’ ability to stimulate credit expansion and the real economy. In an attempt to find plausible explanations of the recent economic downturn, banks inability or unwillingness to rollover shor
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DI, FILIPPO MARIO. "Liquidity shocks in the euro interbank market. An investigation of their role in explaning the 2007 credit crunch." Doctoral thesis, Università Cattolica del Sacro Cuore, 2010. http://hdl.handle.net/10280/867.

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DI, FILIPPO MARIO. "Liquidity shocks in the euro interbank market. An investigation of their role in explaning the 2007 credit crunch." Doctoral thesis, Università Cattolica del Sacro Cuore, 2010. http://hdl.handle.net/10280/867.

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Brassil, Anthony. "Essays on the implementation of monetary policy." Thesis, University of Oxford, 2015. http://ora.ox.ac.uk/objects/uuid:a6b6e277-6238-4989-aa97-ebf4fe534fb0.

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Chapter 1 builds a two-bank bargaining model of the overnight interbank market in which, due to the commitment of the central bank to its interest rate target, bargaining between banks impacts loan sizes rather than interest rates (the converse of existing models). As a result, policy changes have a different impact to what is posited by existing models. The model is applied to a market where the commitment of the central bank is well documented (Australia). With reasonable parameter values, the model replicates five stylised facts of the Australian market. Moreover, the stylised facts are rep
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Зеленська, М. І. "Дослідження валютних кореляцій на міжбанківському валютному ринку України". Thesis, Українська академія банківської справи Національного банку України, 2012. http://essuir.sumdu.edu.ua/handle/123456789/63765.

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Дослідження взаємозв’язків між валютами, з якими працює банк, дає можливість не лише зменшувати ризик, а й збільшувати його прибутки, уникаючи відкриття таких позицій, які у підсумку призводять до одержання взаємно протилежного результату.<br>Investigation of the interrelationship between the currencies with which the bank operates allows not only to reduce the risk, but also to increase its profits, avoiding the discovery of such positions, which eventually result in a mutually opposite result.
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GIRI, FEDERICO. "Three essays on DSGE models with financial frictions." Doctoral thesis, Università Politecnica delle Marche, 2014. http://hdl.handle.net/11566/242837.

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La tesi si compone di tre capitoli che trattano il problema del settore in modelli Dynamic General Equilibrium Model. Il tema in questione `e rapidamente diven- tato uno dei pi`u rilevanti per i policy maker per comprendere il ruolo giocato dagli intermediari finanziari nella recente crisi finanziaria. Il primo capitolo `e una review dei pi`u recenti contributi in letteratura su modelli DSGE con frizioni finanziarie. La rassegna si sofferma soprattutto su due categorie di modelli: a) Modelli che hanno come obbiettivo primario quello di analizzare il ruolo del mercato del credito interba
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Wang, Weichao. "Do bailouts make banks “too interconnected to fail”?: the effects of TARP on the interbank market and bank risk-taking." reponame:Repositório Institucional do FGV, 2018. http://hdl.handle.net/10438/23923.

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Москаленко, О. В., та О. Г. Головко. "Передумови створення і функціонування міжбанківського ринку інвестиційних проектів". Thesis, Українська академія банківської справи Національного банку України, 2011. http://essuir.sumdu.edu.ua/handle/123456789/63545.

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Детальне дослідження узгодженості потреб реального сектора та здійсненого банками фінансування у розрізі секторів економіки не показує їх повну збалансованість, що дозволяє надати узагальнену оцінку щодо невідповідності української банківської системи потребам реального сектора економіки. Для вирішення виявленої проблеми та активізації довгострокового кредитування реального сектора економіки потрібні комплексні заходи держави, Національного банку України, спільні зусилля законодавчої та виконавчої влади щодо формування попиту на інвестиції, але це в кінцевому підсумку сприятиме загаль
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Yao, W. "The effectiveness of unconventional monetary policy on risk premia in the interbank market : evidence from the UK, the US and the EMU." Thesis, University of the West of England, Bristol, 2015. http://eprints.uwe.ac.uk/26513/.

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The recent financial crisis beginning in August 2007 depressed the world economies and disrupted the operation of conventional monetary policy instruments. Dramatic increases of three-month LIBOR rate in different currencies were observed and the spread between three-month LIBOR and OIS widened. These phenomena implied a broken transmission mechanism of monetary policy. The central banks of the UK and the US launched unconventional monetary policy tools i.e. liquidity provision and quantitative easing to stimulate domestic economies bypassing the banking systems. The European Central Bank impl
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Garganas, Eugenie. "Testing the rational expectations hypothesis of the term structure for unstable emerging market interest rates with interbank data from Greece and the Czech Republic." Thesis, Imperial College London, 2002. http://hdl.handle.net/10044/1/11410.

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Aveiro, João Paulo Carvalho. "Intervenção do banco central no mercado interbancário." reponame:Repositório Institucional do FGV, 2012. http://hdl.handle.net/10438/10686.

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Скок, Є. М. "Сучасні підходи до визначення міжбанківського ринку та його кредитного сегменту". Thesis, Українська академія банківської справи Національного банку України, 2012. http://essuir.sumdu.edu.ua/handle/123456789/63397.

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Міжбанківський ринок є невід’ємною частиною фінансової системи будь-якої країни з розвинутим банківським сектором. Важливість цього ринку насамперед обумовлюється його роллю в процесах перетікання ліквідності між банками та в передачі монетарних імпульсів від центрального банку до реального сектора економіки.
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43

Зеленська, М. І. "Дослідження фрактальних властивостовей міжбанківського валютного ринку України". Thesis, Українська академія банківської справи Національного банку України, 2011. http://essuir.sumdu.edu.ua/handle/123456789/63170.

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У тезах розглянуті питання застосування теорії фракталів до аналізу міжбанківського валютного ринку України. Автором представлені результати визначення фрактальної розмірності міжбанківського ринку України на основі методу нормованого розмаху.<br>Questions of application of the theory of fractals to the analysis of interbank foreign exchange market of Ukraine were examined in theses. Results of the determination of fractal dimension of the interbank market of Ukraine on the basis of Rescaled Range Analysis were presented by the author.
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44

Ulug, Mehmet. "ESSAYS ON MONEY AND CREDIT IN MACROECONOMICS." Doctoral thesis, Università di Siena, 2021. http://hdl.handle.net/11365/1151988.

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The thesis consists of three independent chapters on the role of endogenous money on shadow banking and international finance. In the first chapter (Endogenous Money, Eurodollar, and the Shadow Banking System), I examine the consequence of endogenous money for banks and shadow banks at both the national and international level by considering the importance that the Eurodollar market played in the emergence of shadow banking. In the second chapter (The shadow banking system in a stock-flow consistent framework), I develop an SFC model that includes complex financial markets and important components
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45

Link, Thomas Verfasser], Ulrike [Akademischer Betreuer] [Neyer, and Hans-Theo [Gutachter] Normann. "Essays on Three Operational and Strategic Problems of Central Banks in a World of Low Interest Rates or with Interbank Market Frictions / Thomas Link ; Gutachter: Hans-Theo Normann ; Betreuer: Ulrike Neyer." Düsseldorf : Universitäts- und Landesbibliothek der Heinrich-Heine-Universität Düsseldorf, 2020. http://nbn-resolving.de/urn:nbn:de:hbz:061-20200908-111630-0.

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46

Link, Thomas [Verfasser], Ulrike [Akademischer Betreuer] Neyer, and Hans-Theo [Gutachter] Normann. "Essays on Three Operational and Strategic Problems of Central Banks in a World of Low Interest Rates or with Interbank Market Frictions / Thomas Link ; Gutachter: Hans-Theo Normann ; Betreuer: Ulrike Neyer." Düsseldorf : Universitäts- und Landesbibliothek der Heinrich-Heine-Universität Düsseldorf, 2020. http://d-nb.info/1217480226/34.

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47

Cheng, Jin. "Essai sur la crise de la zone euro." Thesis, Strasbourg, 2014. http://www.theses.fr/2014STRAB004/document.

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Depuis son éruption en septembre 2009, la crise de la zone euro a été au centre de l'attention des économistes et des décideurs politiques. L'objectif principal de cette thèse est de développer des modèles théoriques pertinents afin d'analyser les facteurs à l'origine de la crise jumelle des banques et de la dette souveraine dans une union monétaire avec une architecture institutionnelle globalement similaire de l'Union économique et monétaire avant 2012. Tout en mettant l'accent sur la vulnérabilité financière, nous explorons la relation entre le secteur bancaire, l'économie réelle et le budg
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48

GABRIELI, SILVIA. "Three essays on the unsecured euro money market and its functioning during the 2007-2008 financial crisis." Doctoral thesis, Università degli Studi di Roma "Tor Vergata", 2010. http://hdl.handle.net/2108/207780.

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La mia tesi di dottorato consiste di tre articoli empirici sul mercato interbancario europeo non collateralizzato e il suo funzionamento durante la crisi finanziaria del 2007-2008. Il primo articolo, intitolato “Il funzionamento del mercato interbancario europeo durante la crisi finanziaria del 2007-2008”1 fornisce un’analisi dettagliata del funzionamento del mercato interbancario europeo dei prestiti non collateralizzati con scadenza overnight (O/N) durante la crisi finanziaria del 2007-2008, studiando le serie storiche dei tassi di interesse, del turnover del mercato, e dei costi di indebit
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GURGONE, ANDREA. "SAGGI IN ECONOMIA FINANZIARIA E COMPLESSITA'." Doctoral thesis, Università Cattolica del Sacro Cuore, 2017. http://hdl.handle.net/10280/37195.

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L'obiettivo della tesi è lo sviluppo e nell'analisi di un modello macro-finanziario con aspetti reali e finanziari dell'economia, nell'ottica di ottenere un quadro comprensivo per l'analisi del rischio sistemico e delle instabilità. Il primo capitolo verte sulla costruzione di un modello ad agenti che si caratterizza per la presenza del mercato dei beni, del credito, del lavoro e interbancario. Il modello riproduce fluttuazioni endogene ed è in grado di replicare alcuni fatti stilizzati riguardanti i cicli economici e creditizi, mentre il mercato interbancario ha un ruolo importante dal punto
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GURGONE, ANDREA. "SAGGI IN ECONOMIA FINANZIARIA E COMPLESSITA'." Doctoral thesis, Università Cattolica del Sacro Cuore, 2017. http://hdl.handle.net/10280/37195.

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L'obiettivo della tesi è lo sviluppo e nell'analisi di un modello macro-finanziario con aspetti reali e finanziari dell'economia, nell'ottica di ottenere un quadro comprensivo per l'analisi del rischio sistemico e delle instabilità. Il primo capitolo verte sulla costruzione di un modello ad agenti che si caratterizza per la presenza del mercato dei beni, del credito, del lavoro e interbancario. Il modello riproduce fluttuazioni endogene ed è in grado di replicare alcuni fatti stilizzati riguardanti i cicli economici e creditizi, mentre il mercato interbancario ha un ruolo importante dal punto
APA, Harvard, Vancouver, ISO, and other styles
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