In this review we discuss advances in the agent-based modeling of economic and social
systems. We show the state of the art of the heuristic design of agents and how behavioral …

As the reallocator of liquidity from banks with excess to banks with a deficit, the interbank
money market (IMM) plays a fundamental role in the proper functioning of the banking …

In recent years, early warning systems have been developed as a significant tool to prevent
financial and economic crises. In this paper, we applied the forward‐looking conditional …

This paper explores the issue of robustness against failure cascades for the network of
interbank exposures. The available data were retrieved through the Bank for International …

This paper constructs a duplex banking network formed by credit relationships and
information interaction via the banks' balance sheet to model the structure of systemic risk …

Abstract Analysis of systemic risks and contagions is one of the main challenges of policy
makers and researchers in the recent years. Network theory is introduced as a main …

In recent years, simulation of contagion in financial markets is one of the main concerns of
the economic and finance researchers and policy makers in order to analyze the effects of …

The stability of banking system has caused wide concerns since the global financial crisis.
The present paper focuses on studying the stability of a banking network system in the case …

Using data on international, on-line media coverage and tone of the Brexit referendum, we
test whether it is media coverage or tone to provide the largest forecasting performance …

In a transaction between two firms, the buyer is expected to pay the seller with cash;
however, due to the buyer's lack of liquidity, an account receivable might be provided …