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A simple note on Herd Behaviour
Morone, Andrea; Samanidou, Eleni - Dipartimento di Scienze Economiche, Facoltà di Economia - 2007
In his "Simple model of herd behaviour", Banerjee (1992) shows that - in a sequential game - if the first two players have chosen the same action, player 3 and all subsequent players will ignore his/her own information and start a herd, an irreversible one. In this paper we analyse the role...
Persistent link: https://www.econbiz.de/10005729358
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Strategic complementarity, fragility, and regulation
Vives, Xavier - 2011
interpret the 2007 run on SIV and ABCP conduits. …
Persistent link: https://www.econbiz.de/10010277386
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Time series of zero-inflated counts and their coherent forecasting
Maiti, Raju; Biswas, Atanu; Das, Samarjit - In: Journal of forecasting 34 (2015) 8, pp. 694-707
Persistent link: https://www.econbiz.de/10011397678
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Speculative runs on interest rate pegs
Bassetto, Marco; Phelan, Christopher - In: Journal of monetary economics 73 (2015), pp. 99-114
Persistent link: https://www.econbiz.de/10011381759
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Bank liquidity risk : from John Law (1705) to Walter Bagehot (1873)
Boyer, Jérôme de - In: The European journal of the history of economic thought 20 (2013) 4, pp. 547-571
Persistent link: https://www.econbiz.de/10010200855
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Competition and stability in modern banking : a post-crisis perspective
Vives, Xavier - In: International journal of industrial organization 64 (2019), pp. 55-69
Persistent link: https://www.econbiz.de/10012321069
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Financial crises at insurance companies : learning from the demise of the National Surety Company during the Great Depression
Rose, Jonathan - In: Financial history review 24 (2017) 3, pp. 239-264
Persistent link: https://www.econbiz.de/10011809433
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Testing Efficiency of Derivative Markets: ISE30, ISE100, USD and EURO
Akal, Mustafa; Birgili, Erhan; Durmuskaya, Sedat - In: Business and Economics Research Journal 3 (2012) 4, pp. 1-1
, normality and run tests applied to spot and futures prices or differences of them, and Adopted Purchasing Power Parity test … run tests on the differences between spot and futures prices series, and Adopted Purchasing Power Parity test, or … autocorrelation, normality and run tests test based on spot series all rejected “the acceptance of efficient market hypothesis” under …
Persistent link: https://www.econbiz.de/10010991018
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Distributions of numbers of runs and scans on directed acyclic graphs with generation
Inoue, Kiyoshi; Aki, Sigeo - In: Computational Statistics 28 (2013) 3, pp. 1133-1150
In this paper, we introduce a class of a directed acyclic graph on the assumption that the collection of random variables indexed by the vertices has a Markov property. We present a flexible approach for the study of the exact distributions of runs and scans on the directed acyclic graph by...
Persistent link: https://www.econbiz.de/10010847783
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When Everyone Runs for the Exit
Pedersen, Lasse Heje - C.E.P.R. Discussion Papers - 2009
theaters and trades, why they run, what determines the risk, whether to return to the theater or trade when the dust settles …
Persistent link: https://www.econbiz.de/10005082543