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Capital and Contagion in Financial Networks
di Iasio, Giovanni; Battiston, Stefano; Infante, Luigi; … - Volkswirtschaftliche Fakultät, … - 2013
We implement a novel method to detect systemically important financial institutions in a network. The method consists in a simple model of distress and losses redistribution derived from the interaction of banks' balance-sheets through bilateral exposures. The algorithm goes beyond the...
Persistent link: https://www.econbiz.de/10011112050
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Herd Behavior and Cascading in Capital Markets: A Review and Synthesis
Hirshleifer, David; Teoh, Siew Hong - Volkswirtschaftliche Fakultät, … - 2001
We review theory and evidence relating to herd behaviour, payoff and reputational interactions, social learning, and …
Persistent link: https://www.econbiz.de/10005619577
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Liquidity risk and contagion in interbank markets: a presentation of Allen and Gale Model
FERROUHI, El Mehdi; LEHADIRI, Abderrassoul - Volkswirtschaftliche Fakultät, … - 2013
The paper analyzes liquidity risk and contagion in interbank markets. The aim of the research is to define the … different structures of interbank markets and structures that allow the better allocation of liquidity and thus avoid the spread … model in the management of liquidity risk in the interbank market. We will then analyze the mechanisms that explain the …
Persistent link: https://www.econbiz.de/10011111992
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Information Trading in Social Networks
Karavaev, Andrei - Volkswirtschaftliche Fakultät, … - 2008
This paper considers information trading in fixed networks of economic agents who can only observe and trade with other agents with whom they are directly connected. We study the nature of price competition for information in this environment. The linear network, when the agents are located at...
Persistent link: https://www.econbiz.de/10005836400
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The role of Supreme Audit Institutions in fight against the consequences of financial and economic crisis: A theoretical approach
Nagy, Sándor - Volkswirtschaftliche Fakultät, … - 2012
There is a significant pressure on Supreme Audit Institutions in Europe: shrinking available resources and growing expectations from its stakeholders (citizens, civil organizations, investors, governments etc.). In consequence of the financial and economic crisis and the unpredictable shocks,...
Persistent link: https://www.econbiz.de/10011259441
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Limited Information Aggregation and Externalities - A Simple Model of Metastable Market
Gong, Zheng; Tian, Feng; Xu, Boyan - Volkswirtschaftliche Fakultät, … - 2013
We analyze a model in which agents’ decisions to enter or exit investments are influenced from their individual and external parties’ transaction histories. Actual investment outcomes are unknown to all participants until the end of decision periods, but outcomes do change depending on the...
Persistent link: https://www.econbiz.de/10011259655
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Bowling alone but tweeting together: the evolution of human interaction in the social networking era
Antoci, Angelo; Sabatini, Fabio; Sodini, Mauro - Volkswirtschaftliche Fakultät, … - 2011
The objective of this paper is to theoretically analyze how human interaction may evolve in a world characterized by the explosion of online networking and other Web-mediated ways of building and nurturing relationships. The analysis shows that online networking yields a storage mechanism...
Persistent link: https://www.econbiz.de/10009325632
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Some Inquiries to Spontaneous Opinions: A case with Twitter in Indonesia
Maulana, Ardian; Situngkir, Hokky - Volkswirtschaftliche Fakultät, … - 2010
The paper discusses opportunities to utilize the series of micro-blogs as provided by the Twitter in observation of opinion dynamics. The spontaneity of tweets is more, as the service is attached more to the mobile communications. The extraction of information in the series of tweets is...
Persistent link: https://www.econbiz.de/10008695068
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A Method for Assessing Food Security Information System
Temel, Tugrul; Kinlay, Dorjee - Volkswirtschaftliche Fakultät, … - 2012
This paper develops a method for assessing food security information system with respect to its structure, connectedness and performance. The paper illustrates how to set up an operational food security information system, identify its leverage components and pathways of information flow, and...
Persistent link: https://www.econbiz.de/10011108082
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Naive learning in social networks: Imitating the most successful neighbor
Tsakas, Nikolas - Volkswirtschaftliche Fakultät, … - 2012
This paper considers a model of observational learning in social networks. Every period, the agents observe the actions of their neighbors and their realized outcomes, and they imitate the most successful. First, we study the case where the network has finite population and we show that,...
Persistent link: https://www.econbiz.de/10011108866