Systemic risk and the financial network system: an experimental investigation

• المؤلفون الرئيسيون: Permana, Yudistira, Akbar, Saiqa, Nurpita, Anisa
• التنسيق: مقال PeerReviewed
• اللغة: English
• منشور في: Springer Science and Business Media Deutschland GmbH 2022
• الموضوعات: Finance
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/282839/1/s40822-022-00207-7.pdf; https://repository.ugm.ac.id/282839/; https://link.springer.com/article/10.1007/s40822-022-00207-7

This paper investigates the economic agent behavior when managing a bank in order to avoid a failure when exposed with the financial systemic risk using a lab experiment. We use Chen et al.’s (Oper Res 64:1089–1108, 2016) model to construct the decision problem in the experiment. The model assumes t...