Mitja Steinbacher

Fakulteta za poslovne vede

Ciril Metodov Trg 9

Ljubljana, 1000

Slovenia

http://www.katoliski-institut.si

SCHOLARLY PAPERS

11

DOWNLOADS

562

CITATIONS

5

Scholarly Papers (11)

1.

Robustness of Banking Networks to Idiosyncratic and Systemic Shocks: A Network-Based Approach

Journal of Economic Interaction and Coordination, Forthcoming
Number of pages: 24 Posted: 29 May 2012 Last Revised: 24 Nov 2014
Matjaz Steinbacher, Mitja Steinbacher and Matej Steinbacher
Kiel Institute for the World Economy, Fakulteta za poslovne vede and Free Society Institute
Downloads 151 (193,271)
Citation 6

Abstract:

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credit contagion, network models, systemic risk, financial crises

2.

Challenging the Efficient Frontier Portfolio

Number of pages: 30 Posted: 13 May 2010 Last Revised: 30 Jun 2010
Matjaz Steinbacher, Matej Steinbacher and Mitja Steinbacher
Kiel Institute for the World Economy, Free Society Institute and Fakulteta za poslovne vede
Downloads 112 (243,541)

Abstract:

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Portfolio analysis, Small world network, Multiperiod asset allocation, Enforcement learning, Suspiciousness, Consistency, CAPM.

3.

Interaction-based Approach to Economics and Finance

Interaction-Based Approach to Economics and Finance. In: New Economic Windows, Complexity in Economics: Cutting Edge Research. Faggini, M. and A. Parziale (Eds.). 2014, pp 161-203. Springer International Publishing.
Number of pages: 44 Posted: 09 May 2013 Last Revised: 29 Jun 2014
Mitja Steinbacher, Matjaz Steinbacher and Matej Steinbacher
Fakulteta za poslovne vede, Kiel Institute for the World Economy and Free Society Institute
Downloads 65 (340,566)

Abstract:

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evolutionary games on networks, complex adaptive systems, learning

4.

To Work or Not? Simulating Inspection Game with Labor Unions

Number of pages: 33 Posted: 27 May 2008 Last Revised: 22 Feb 2009
Matej Steinbacher, Matjaz Steinbacher and Mitja Steinbacher
Free Society Institute, Kiel Institute for the World Economy and Fakulteta za poslovne vede
Downloads 59 (357,515)

Abstract:

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social networks, inspection game, labor economics

5.

Interaction-Based Model for Pricing CDS with Counterparty Risk

Number of pages: 24 Posted: 10 Apr 2014
Matjaz Steinbacher, Mitja Steinbacher and Matej Steinbacher
Kiel Institute for the World Economy, Fakulteta za poslovne vede and Free Society Institute
Downloads 55 (369,887)

Abstract:

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structural models, banking system, interaction-based finance, network models, CDS, credit risk, evolutionary models

6.

Liquidity-Switch Effect and Stability of Banking System

Number of pages: 18 Posted: 24 Oct 2013
Mitja Steinbacher and Timotej Jagric
Fakulteta za poslovne vede and University of Maribor - Faculty of Economics & Business
Downloads 31 (459,948)

Abstract:

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banking system, network model, credit contagion, stability, systemic risk, liquidity trap

7.

What Can a Discretionary Bailout Policy Do to Stabilize a Banking System after a Systemic Credit Event?

Number of pages: 20 Posted: 23 Nov 2013 Last Revised: 07 Dec 2013
Matjaz Steinbacher, Mitja Steinbacher and Matej Steinbacher
Kiel Institute for the World Economy, Fakulteta za poslovne vede and Free Society Institute
Downloads 29 (469,495)

Abstract:

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structural models, interaction-based finance, social networks, credit risk, central bank, bailout, sensitivity analysis, mortgage shock

8.

A Repeated Game Heterogeneous-Agent Wage-Posting Model

Number of pages: 8 Posted: 04 Aug 2009
Matej Steinbacher, Matjaz Steinbacher and Mitja Steinbacher
Free Society Institute, Kiel Institute for the World Economy and Fakulteta za poslovne vede
Downloads 24 (495,861)

Abstract:

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Job-search model, Wage posting, Heterogeneous agents, Numerical optimization

9.

Homogenous Agent Wage-Posting Model with Wage Dispersion

Number of pages: 7 Posted: 09 Jul 2009
Matej Steinbacher, Matjaz Steinbacher and Mitja Steinbacher
Free Society Institute, Kiel Institute for the World Economy and Fakulteta za poslovne vede
Downloads 24 (495,861)

Abstract:

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Job-search model, wage posting, wage dispersion, numerical optimization

10.

Approximating an Infinitely-Lived Homogeneous Agents Model by Chebyshev Collocation

Number of pages: 10 Posted: 19 Dec 2012
Mitja Steinbacher
Fakulteta za poslovne vede
Downloads 12 (566,154)

Abstract:

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approximation methods, general equilibrium model, Chebyshev polinomials

11.

How Banks’ Capital Ratio and Size Affect the Stability of the Banking System: A Simulation-Based Study

Journal of Credit Risk, Vol. 11, No. 1, 2015
Number of pages: 34 Posted: 15 Jun 2016
Mitja Steinbacher and Matjaz Steinbacher
Fakulteta za poslovne vede and Kiel Institute for the World Economy
Downloads 0 (666,167)
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Abstract:

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bank capital; diversification, credit risk, financial stability, structural models, network models