Week 3: MODULE 2: ABMs in Finance
Gai, Prasanna, Andrew Haldane, and Sujit Kapadia. "Complexity, concentration and contagion." Journal of Monetary Economics 58.5 (2011): 453-470. Klimek, Peter, et al. "To bail-out or to bail-in? Answers from an agent-based model." Journal of Economic Dynamics and Control 50 (2015): 144-154.