Interbank Contagion: An Agent-Based Model for Vietnam Banking System

Anh T. M. Vu, Thong P. Le, Thanh D. X. Duong, Tai T. Nguyen. Interbank Contagion: An Agent-Based Model for Vietnam Banking System. In Ly Hoang Anh, Le Si Dong, Vladik Kreinovich, Nguyen Ngoc Thach, editors, Econometrics for Financial Applications, ECONVN 2018, International Econometric Conference of Vietnam, Ho Chi Minh, Vietnam, 15-16 January, 2018. Volume 760 of Studies in Computational Intelligence, pages 397-420, Springer, 2018. [doi]

Abstract

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