Trend-driven information cascades on random networks
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Charles D. Brummitt & Teruyoshi Kobayashi, 2015.
"Cascades in multiplex financial networks with debts of different seniority,"
Papers
1501.05400, arXiv.org, revised May 2015.
- Charles D. Brummitt & Teruyoshi Kobayashi, 2015. "Cascades in multiplex financial networks with debts of different seniority," Discussion Papers 1502, Graduate School of Economics, Kobe University.
- Gai, Prasanna & Kapadia, Sujit, 2010. "Contagion in financial networks," Bank of England working papers 383, Bank of England.
- Kobayashi, Teruyoshi, 2014.
"A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades,"
Economics Letters, Elsevier, vol. 124(1), pages 113-116.
- Teruyoshi Kobayashi, 2013. "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Papers 1312.6804, arXiv.org, revised Apr 2014.
- Teruyoshi Kobayashi, 2013. "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Discussion Papers 1315, Graduate School of Economics, Kobe University.
- Centola, Damon & Eguíluz, Víctor M. & Macy, Michael W., 2007. "Cascade dynamics of complex propagation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 374(1), pages 449-456.
- Gai, Prasanna & Haldane, Andrew & Kapadia, Sujit, 2011. "Complexity, concentration and contagion," Journal of Monetary Economics, Elsevier, vol. 58(5), pages 453-470.
- N. A. M. Araujo & J. S. Andrade Jr & R. M. Ziff & H. J. Herrmann, "undated". "Tricritical point in explosive percolation," Working Papers ETH-RC-12-006, ETH Zurich, Chair of Systems Design.
- M. Catanzaro & R. Pastor-Satorras, 2005. "Analytic solution of a static scale-free network model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 44(2), pages 241-248, March.
- Duncan J. Watts & Peter Sheridan Dodds, 2007. "Influentials, Networks, and Public Opinion Formation," Journal of Consumer Research, Journal of Consumer Research Inc., vol. 34(4), pages 441-458, May.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2018.
"Network models of financial systemic risk: a review,"
Journal of Computational Social Science, Springer, vol. 1(1), pages 81-114, January.
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017. "Network models of financial systemic risk: A review," Discussion Papers 1719, Graduate School of Economics, Kobe University.
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017. "Network models of financial systemic risk: A review," Papers 1710.11512, arXiv.org.
- Li, Yang & Sun, Hao & Xiong, Wanda & Xu, Genjiu, 2021. "Belief model of complex contagions on random networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 567(C).
- Cui, Yajuan & Wei, Ruichen & Tian, Yang & Tian, Hui & Zhu, Xuzhen, 2022. "Information propagation influenced by individual fashion-passion trend on multi-layer weighted network," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
- Teruyoshi Kobayashi & Tomokatsu Onaga, 2023. "Dynamics of diffusion on monoplex and multiplex networks: a message-passing approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(1), pages 251-287, July.
- Keng, Ying Ying & Kwa, Kiam Heong, 2023. "Contagion in social networks: On contagion thresholds," Applied Mathematics and Computation, Elsevier, vol. 456(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2018.
"Network models of financial systemic risk: a review,"
Journal of Computational Social Science, Springer, vol. 1(1), pages 81-114, January.
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017. "Network models of financial systemic risk: A review," Papers 1710.11512, arXiv.org.
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017. "Network models of financial systemic risk: A review," Discussion Papers 1719, Graduate School of Economics, Kobe University.
- Marco Bardoscia & Paolo Barucca & Stefano Battiston & Fabio Caccioli & Giulio Cimini & Diego Garlaschelli & Fabio Saracco & Tiziano Squartini & Guido Caldarelli, 2021. "The Physics of Financial Networks," Papers 2103.05623, arXiv.org.
- Kobayashi, Teruyoshi, 2014.
"A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades,"
Economics Letters, Elsevier, vol. 124(1), pages 113-116.
- Teruyoshi Kobayashi, 2013. "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Discussion Papers 1315, Graduate School of Economics, Kobe University.
- Teruyoshi Kobayashi, 2013. "A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades," Papers 1312.6804, arXiv.org, revised Apr 2014.
- Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018.
"Extracting the multi-timescale activity patterns of online financial markets,"
Discussion Papers
1809, Graduate School of Economics, Kobe University.
- Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018. "Extracting the multi-timescale activity patterns of online financial markets," Papers 1802.07405, arXiv.org, revised Apr 2018.
- Teruyoshi Kobayashi & Tomokatsu Onaga, 2023. "Dynamics of diffusion on monoplex and multiplex networks: a message-passing approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(1), pages 251-287, July.
- Cetina, Jill & Paddrik, Mark & Rajan, Sriram, 2018.
"Stressed to the core: Counterparty concentrations and systemic losses in CDS markets,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 38-52.
- Jill Cetina & Mark Paddrik & Sriram Rajan, 2016. "Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets," Working Papers 16-01, Office of Financial Research, US Department of the Treasury.
- Kuzubaş, Tolga Umut & Saltoğlu, Burak & Sever, Can, 2016. "Systemic risk and heterogeneous leverage in banking networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 358-375.
- Kobayashi, Teruyoshi & Takaguchi, Taro, 2018.
"Identifying relationship lending in the interbank market: A network approach,"
Journal of Banking & Finance, Elsevier, vol. 97(C), pages 20-36.
- Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Identifying relationship lending in the interbank market: A network approach," Papers 1708.08594, arXiv.org, revised Apr 2018.
- Li, Fei & Kang, Hao & Xu, Jingfeng, 2022. "Financial stability and network complexity: A random matrix approach," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 177-185.
- Irena Barjav{s}i'c & Stefano Battiston & Vinko Zlati'c, 2023. "Credit Valuation Adjustment in Financial Networks," Papers 2305.16434, arXiv.org.
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012.
"Rollover risk, network structure and systemic financial crises,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1088-1100.
- Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2011. "Rollover risk, network structure and systemic financial crises," SFB 649 Discussion Papers 2011-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Mark Paddrik & H. Peyton Young, 2016.
"Contagion in the CDS Market,"
Working Papers
16-12, Office of Financial Research, US Department of the Treasury.
- H Peyton Young & Mark Paddrik & Sriram Rajan, 2017. "Contagion in the CDS Market," Economics Series Working Papers 821, University of Oxford, Department of Economics.
- Thibaut PIQUARD & Dilyara SALAKHOVA, 2018. "Macroprudential policy instruments: a bulwark against interbank contagion risk [Les instruments de politique macroprudentielle : un rempart contre les risques de contagion interbancaire]," Bulletin de la Banque de France, Banque de France, issue 218.
- Sonia Dissem, 2019. "Asset commonality of European banks," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(1), pages 1-33, March.
- Anna Maria D’Arcangelis & Giulia Rotundo, 2016. "Complex Networks in Finance," Lecture Notes in Economics and Mathematical Systems, in: Pasquale Commendatore & Mariano Matilla-García & Luis M. Varela & Jose S. Cánovas (ed.), Complex Networks and Dynamics, pages 209-235, Springer.
- T. R. Hurd, 2018. "Bank Panics And Fire Sales, Insolvency And Illiquidity," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(06), pages 1-30, September.
- Petr Teply & Tomas Klinger, 2019. "Agent-based modeling of systemic risk in the European banking sector," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 811-833, December.
- Farmer, J. Doyne & Goodhart, C. A. E. & Kleinnijenhuis, Alissa M., 2021.
"Systemic implications of the bail-in design,"
LSE Research Online Documents on Economics
111903, London School of Economics and Political Science, LSE Library.
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Goodhart, Charles, 2021. "Systemic implications of the bail-in design," INET Oxford Working Papers 2021-21, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Jose Fique, 2015. "A Microfounded Design of Interconnectedness-Based Macroprudential Regulation," CAEPR Working Papers 2015-008, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Vitali, Stefania & Battiston, Stefano & Gallegati, Mauro, 2016.
"Financial fragility and distress propagation in a network of regions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 56-75.
- Stefania Vitali & Stefano Battiston & Mauro Gallegati, "undated". "Financial fragility and distress propagation in a network of regions," Working Papers ETH-RC-12-016, ETH Zurich, Chair of Systems Design.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-NET-2015-08-25 (Network Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:koe:wpaper:1529. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kimiaki Shirahama (email available below). General contact details of provider: https://edirc.repec.org/data/fekobjp.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.