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Nicolas K. Scholtes (nscholtes)

nscholtes

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Location:Brussels

Home Page:https://nscholtes.github.io/

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Nicolas K. Scholtes's repositories

Confidence-Crises

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)

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NDSGE

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)

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Default-Cascades

Cascading defaults model

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Cascading-defaults--regressions

Empirical Analysis of output from Cascading-defaults MATLAB code

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nscholtes.github.io

Code for my website

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TiKZ-figures

Variety of figures using the TikZ package

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