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Contagious herding and endogenous network formation in financial networks

Georg, Co-Pierre - 2014

endogenously formed interbank networks, however, less informative signals lead to higher network density and less synchronization …

Persistent link: https://www.econbiz.de/10010405430

Fake news in social networks

Aymanns, Christoph; Foerster, Jakob; Georg, Co-Pierre - 2017 - This draft: August 21, 2017

networks. Our results also highlight that information about the users' private beliefs and their social network structure can …

Persistent link: https://www.econbiz.de/10011906248

Contagious herding and endogenous network formation in financial networks

Georg, Co-Pierre - 2014

endogenously formed interbank networks, however, less informative signals lead to higher network density and less synchronization …

Persistent link: https://www.econbiz.de/10011605745

Contagious herding and endogenous network formation in financial networks

Georg, Co-Pierre - 2014

endogenously formed interbank networks, however, less informative signals lead to higher network density and less synchronization …

Persistent link: https://www.econbiz.de/10010409360

Contagious Synchronization and Endogenous Network Formation in Financial Networks

Aymanns, Christoph; Georg, Co-Pierre - Economic Research Southern Africa (ERSA) - 2014

information and thus leads to a stronger social belief. Extending the standard model of Bayesian updating in social networks, we …

Persistent link: https://www.econbiz.de/10010888685

Contagious herding and endogenous network formation in financial networks

Georg, Co-Pierre - Deutsche Bundesbank - 2014

endogenously formed interbank networks, however, less informative signals lead to higher network density and less synchronization …

Persistent link: https://www.econbiz.de/10010957146

Contagious synchronization and endogenous network formation in financial networks

Aymanns, Christoph; Georg, Co-Pierre - In: Journal of Banking & Finance 50 (2015) C, pp. 273-285

information and thus leads to a stronger social belief. Extending the standard model of Bayesian updating in social networks, we …

Persistent link: https://www.econbiz.de/10011118090

A network analysis of the evolution of the German interbank market

Roukny, Tarik; Georg, Co-Pierre; Battiston, Stefano - 2014

German large credit register between 2002 and 2012 and characterize the underlying networks. Surprisingly, the data show … concentration in the run up to the crisis. Globally, both markets exhibit high stability for most of the networks metrics and high …

Persistent link: https://www.econbiz.de/10010409361

A network view on interbank market freezes

Gabrieli, Silvia; Georg, Co-Pierre - 2014

We study the liquidity allocation among European banks around the Lehman insolvency using a novel dataset of all interbank loans settled via the Eurosystem's payment system TARGET2. Following the Lehman insolvency, lenders in the overnight segment become sensitive to counterparty characteristics...

Persistent link: https://www.econbiz.de/10010471492

A network view on interbank market freezes

Gabrieli, Silvia; Georg, Co-Pierre - 2014 - This version: December 2014

We study the liquidity allocation among European banks around the Lehman insolvency using a novel dataset of all interbank loans settled via the Eurosystem’s payment system TARGET2. Following the Lehman insolvency, lenders in the overnight segment become sensitive to counterparty...

Persistent link: https://www.econbiz.de/10010471923