Financial contagion : evolutionary optimisation of a multinational agent-based model
Over the past two decades, financial market crises with similar features have occurred in different regions of the world. Unstable cross-market linkages during a crisis are referred to as financial contagion. We simulate crisis transmission in the context of a model of market participants adopting v...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Centre for International Capital Markets, London Metropolitan University
2008
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| Subjects: | |
| Online Access: | https://repository.londonmet.ac.uk/486/1/CentreForInternationalCapitalMarketsDiscussionPapers_2008-18_p01-26.pdf |