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https://biblioteca-repositorio.clacso.edu.ar/handle/CLACSO/94662Registro completo de metadatos
| Campo DC | Valor | Lengua/Idioma |
|---|---|---|
| dc.creator | Eloy Fisher | - |
| dc.date | 2013 | - |
| dc.date.accessioned | 2022-03-22T18:48:27Z | - |
| dc.date.available | 2022-03-22T18:48:27Z | - |
| dc.identifier | http://www.redalyc.org/articulo.oa?id=41331033006 | - |
| dc.identifier.uri | http://biblioteca-repositorio.clacso.edu.ar/handle/CLACSO/94662 | - |
| dc.description | We will present the purpose, structure and prospective extensions of the Susceptible InfectedRecovered ( sir ) Approach for Financial Network Contagion Model (version 2, finsir for short) for NetLogo version 4.1.2. This model seeks to model the behavior and dynamics of Credit Default Swaps ( cds ) markets. After framing the finsir model, its agents, variables and interactions within a broader set of questions regarding financial markets and the current literature, within this highly restrictive toy computational model, we find that shocks in this financial market exhibit complex evolutionary dynamics that either tend to increasingly fragile states or the elimination of a high number of competitors, in detriment to a more decentralized market order. Given the current incompleteness of the model, we must acknowledge that some of the design assumptions will be approximate and tentative. | - |
| dc.format | application/pdf | - |
| dc.language | en | - |
| dc.publisher | Universidad Autónoma Metropolitana Unidad Azcapotzalco | - |
| dc.relation | http://www.redalyc.org/revista.oa?id=413 | - |
| dc.rights | Análisis Económico | - |
| dc.source | Análisis Económico (México) Num.69 Vol.XXVIII | - |
| dc.subject | Economía y Finanzas | - |
| dc.subject | Financial crises | - |
| dc.subject | Epidemiological models of financial networks | - |
| dc.subject | Agent-based modeling | - |
| dc.subject | Credit Default Swaps | - |
| dc.title | A biological approach for financial network contagion based on the Susceptible - Infected - Recovered (SIR) model | - |
| dc.type | artículo científico | - |
| Aparece en las colecciones: | División de Ciencias Sociales y Humanidades - DCSH/UAM-A - Cosecha | |
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