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Learning and Contagion Effects in Trasitions Between Regimes: A Schematic Model of Bank Runs

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  • D. Heymann, R. P. J. Perazzo,
  • Andres Schuschny

    (University of Buenos Aires)

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  • D. Heymann, R. P. J. Perazzo, & Andres Schuschny, "undated". "Learning and Contagion Effects in Trasitions Between Regimes: A Schematic Model of Bank Runs," Computing in Economics and Finance 1997 17, Society for Computational Economics.
  • Handle: RePEc:sce:scecf7:17
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    Cited by:

    1. E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2001. "Microscopic Models of Financial Markets," Papers cond-mat/0110354, arXiv.org.
    2. Shu-Heng Chen & Chia-Hsuan Yeh, 1999. "Evolving Traders and the Faculty of the Business School: A New Architecture of the Artificial Stock Market," Computing in Economics and Finance 1999 613, Society for Computational Economics.
    3. E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2007. "Agent-based Models of Financial Markets," Papers physics/0701140, arXiv.org.

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