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Name: Nicolas K. Scholtes
Type: User
Bio: PhD Candidate in Economics working on issues at the intersection of financial stability, interbank networks as well as monetary and macroprudential policy.
Location: Brussels
Name: Nicolas K. Scholtes
Type: User
Bio: PhD Candidate in Economics working on issues at the intersection of financial stability, interbank networks as well as monetary and macroprudential policy.
Location: Brussels
Empirical Analysis of output from Cascading-defaults MATLAB code
MATLAB Code for "A crisis of confidence: The counterparty-liquidity risk nexus in an agent-based network model of the interbank market" by N.K. Scholtes (2017)
Cascading defaults model
Dynare/Matlab code for "Assessing the role of interbank network structure in business and financial cycle analysis", Gnabo, J-Y and Scholtes, N.K., NBB Working Paper Research No. 307 (2016)
Code for my website
Variety of figures using the TikZ package
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