Agent-Based Modeling of a Multiagent Multilayer Endogenous Financial Network and Numerical Simulations

Zhinan Li, Xiaoyuan Liu and Sundarapandian Vaidyanathan

Discrete Dynamics in Nature and Society, 2022, vol. 2022, 1-20

Abstract: Based on a realistic correlated behavior mechanism and a connected balance sheet relationship among firms, banks, households, and the government, we construct a multiagent multilayer endogenous financial network that includes an interbank network, an investment network, a deposit network, a business credit network, and a loan network. During the construction process, behaviors are endogenized such that an endogenous financial network is constructed. The simulation results show that the interbank network, the investment network, and the business credit network all obey the power-law distribution; the deposit network and the loan network exhibit a tendency for large banks to have larger degree distributions and small banks to have smaller degree distributions.

Date: 2022
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/ddns/2022/6945286.pdf (application/pdf)
http://downloads.hindawi.com/journals/ddns/2022/6945286.xml (application/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:6945286

DOI: 10.1155/2022/6945286

Access Statistics for this article

More articles in Discrete Dynamics in Nature and Society from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().