Systemic risk and the financial network system: an experimental investigation
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...
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| Main Authors: | , , |
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| Format: | Article PeerReviewed |
| Language: | English |
| Published: |
Springer Science and Business Media Deutschland GmbH
2022
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/283887/1/s40822-022-00207-7.pdf https://repository.ugm.ac.id/283887/ https://link.springer.com/article/10.1007/s40822-022-00207-7 |
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| Institution: | Universitas Gadjah Mada |
| Language: | English |