Articles (Documents not available in Scipedia)

• Impact of value-at-risk models on market stability

  B Llacay, G Peffer

  Journal of Economic Dynamics and Control 82, 223-256, 2017

• Realistic agent-based simulation of financial crises: the 1998 turmoil

  B LLACAY, G PEFFER

  Computational Intelligence In Business And Economics, 189-196, 2010

• Foundations for a Framework for Multiagent-Based Simulation of Macrohistorical Episodes in Financial Markets

  B Llacay, G Peffer

  Artificial Economics, 129-144, 2009

• Higher-order simulations: Strategic investment under model-induced price patterns

  G Peffer, B Llacay

  Journal of Artificial Societies and Social Simulation 10 (2), 6, 2007

• Simulación basada en agentes del efecto inestabilizador de las técnicas VaR

  B Llacay, G Peffer

  Quaderns de Política Econòmica, 30-49, 2005