- Article
Using Agent-Based Modeling to Assess Liquidity Mismatch in Open-End Bond Funds
- Donald J. Berndt,
- David Boogers,
- Saurav Chakraborty and
- James McCart
In this paper, we introduce a small-scale heterogeneous agent-based model of the US corporate bond market. The model includes a realistic micro-grounded ecology of investors that trade a set of bonds through dealers. Using the model, we simulate mark...

