G2TT

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Leverage-induced systemic risk under Basle II and other credit risk policies. 智库出版物
2014
作者:  Poledna S;  Thurner S;  Farmer JD;  Geanakoplos J
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Leverage  Basle II  Systemic risk  Credit risk  Agent based model  Banking regulation  
Leverage causes fat tails and clustered volatility. 智库出版物
2012
作者:  Thurner S;  Farmer JD;  Geanakoplos J
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Clustered vulnerability  Crash  Fat tails  Leverage  Margin calls  Systemic risk  
Revelation of Information in Strategic Market Games: A Critique of Rational Expectations. 智库出版物
1982
作者:  Dubey P;  Geanakoplos J;  Shubik M
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