Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Analysis of systemic risk in EU countries after the crisis emergence: implications for Poland.

2013/09/N/HS4/03740

Keywords:

Systemic risk micro and macroprudential regulation agent-based modeling self-organized criticality

Descriptors:

  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
  • HS4_6: Financial markets, international finance, public finance
  • HS4_15: Land management, urban studies

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Ekonomiczny w Krakowie, Wydział Ekonomii i Stosunków Międzynarodowych

woj. małopolskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

Jagoda Kaszowska 

Number of co-investigators in the project: 3

Call: PRELUDIUM 5 - announced on 2013-03-15

Amount awarded: 98 620 PLN

Project start date (Y-m-d): 2014-02-21

Project end date (Y-m-d): 2016-02-20

Project duration:: 24 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. Komputer (8 000 PLN)

Information in the final report

  • Publication in academic press/journals (7)
  • Articles in post-conference publications (2)
  • Book publications / chapters in book publications (4)
  1. "An agent-based model of insurance and protection decisions on IT systems"
    Authors:
    Juan Luis Santos
    Academic press:
    Journal of Agent Technologies and Systems (rok: 2015, tom: 7(3), strony: 45308), Wydawca: IGI Publishing
    Status:
    Published
    DOI:
    10.4018/IJATS.2015070101 - link to the publication
  2. "Modelowanie wieloagentowe: matematyczne podstawy oraz empiryczna walidacja"
    Authors:
    Jagoda Kaszowska
    Academic press:
    Gospodarka Narodowa (Lista B, 14 pkt) (rok: 2018, tom: -, strony: -), Wydawca: SGH w Warszawie
    Status:
    Submitted
    DOI:
    Brak - link to the publication
  3. "Systemic risk: Cause or effect of the financial crisis in the Euro Area? (The case of Spanish banking system bailouts)""
    Authors:
    Juan Luis Santos, Jagoda Kaszowska
    Academic press:
    Olsztyn Economic Journal (Lista B, 13 pkt) (rok: 2019, tom: -, strony: -), Wydawca: Uniwersytet Warmińsko-Mazurski w Olsztynie
    Status:
    Accepted for publication
    DOI:
    Brak - link to the publication
  4. "Rola percepcji ryzyka i niepewności w ocenie ryzyka systemowego. Podejście symulacyjne ABM."
    Authors:
    Jagoda Kaszowska, Juan Luis Santos
    Academic press:
    Ekonomista (Lista B, 14 pkt) (rok: 2017, tom: 4, strony: 369-399), Wydawca: Polskie Towarzystwo Ekonomistów
    Status:
    Published
    DOI:
    Brak - link to the publication
  5. "The role of risk perception in the systemic risk generation and amplification: agent-based approach"
    Authors:
    Jagoda Kaszowska, Juan Luis Santos
    Academic press:
    Oxford Journal of Risk and Finance (rok: 2014, tom: Vol.3(4),Dec., strony: 146-170), Wydawca: Academic Research Network - Oxford Publishing House
    Status:
    Published
    DOI:
    Brak - link to the publication
  6. "Assessment of policies using the 'core' and 'periphery' approaches"
    Authors:
    Federico Pablo Martí, Juan Luis Santos, Jagoda Kaszowska
    Academic press:
    Argumenta Oeconomica (Lista A, 15 pkt) (rok: 2019, tom: nie dotyczy, strony: -), Wydawca: Uniwersytet Ekonomiczny we Wrocławiu
    Status:
    Accepted for publication
    DOI:
    Brak - link to the publication
  7. "Zastosowanie metod ekonomii eksperymentalnej do konstrukcji modelu wieloagentowego na potrzeby oceny ryzyka systemowego"
    Authors:
    Jagoda Kaszowska
    Academic press:
    Materiały i Studia (rok: 2018, tom: -, strony: -), Wydawca: Narodowy Bank Polski
    Status:
    Accepted for publication
    DOI:
    brak - link to the publication
  1. "The role of risk perception in the systemic risk generation and amplification: agent-based approach" (wersja końcowa)
    Authors:
    Jagoda Kaszowska, Juan Luis Santos
    Conference:
    14th FRAP - Finance, Risk and Accounting Management Perspectives Conference, Oriel College, University of Oxford, Wielka Brytania. (rok: 2014, ), Wydawca: Academic Research Network - Oxford Publishing House
    Data:
    konferencja 22-24.09.2014
    Status:
    Published
    DOI:
    link to the publication
  2. "The role of risk perception in systemic risk generation: ABM approach" (pierwsza wersja)
    Authors:
    Jagoda Kaszowska, Juan Luis Santos
    Conference:
    9th Annual Business Research Conference, Imperial College, Londyn, Wielka Brytania (rok: 2014, ), Wydawca: WBI
    Data:
    konferencja 04-05.08.2014
    Status:
    Published
    DOI:
    link to the publication
  1. "An Agent-Based Model to Forecast the Inflation Rate in the Eurozone. Incorporating Microfoundations into Complex Behavioral Models"
    Authors:
    Juan Luis Santos, Jagoda Kaszowska, Tomas Mancha Navarro
    Book:
    Applied Behavioral Economics Research and Trends (rok: 2017, tom: bd, strony: 72-92), Wydawca: IGIKnowledge
    Status:
    Published
  2. "Systemic risk modeling: agent-based modeling foundations and validation"
    Authors:
    Jagoda Kaszowska, Juan Luis Santos
    Book:
    Systemic Actions in Complex Scenarios (rok: 2017, tom: bd, strony: 191-214), Wydawca: Cambridge Scholars Publishing
    Status:
    Published
    DOI:
    link to the publication
  3. "The role of systemic risk in the origin, course and effects of financial crisis in the EU countries" (pseudocodes modelu ABM i opis uruchomienia - uzupełnienie do poprzedniej publikacji)
    Authors:
    Jagoda Kaszowska
    Book:
    "The role of systemic risk in the origin, course and effects of financial crisis in the EU countries" (PhD)/"Systemic Risk in Space and Time" (Palgrave) (tom: bd., strony: 1-74, 1-7), Wydawca: Palgrave Macmillan
    Status:
    Submitted
  4. "The role of systemic risk in the origin, course and effects of financial crisis in the EU countries" (rozdz. 1-5, aneks metodologiczny)
    Authors:
    Jagoda Kaszowska
    Book:
    "The role of systemic risk in the origin, course and effects of financial crisis in the EU countries"(PhD)/"Systemic Risk in Space and Time"(Palgrave) (), Wydawca: Palgrave Macmillan US
    Status:
    Submitted

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