A Note on institutional hierarchy and volatility in financial markets
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- S. Alfarano & M. Milakovic & M. Raddant, 2013. "A note on institutional hierarchy and volatility in financial markets," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 449-465, July.
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Citations
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Cited by:
- Adri'an Carro & Ra'ul Toral & Maxi San Miguel, 2015. "Markets, herding and response to external information," Papers 1506.03708, arXiv.org, revised Jun 2015.
- Kononovicius, A. & Gontis, V., 2014. "Control of the socio-economic systems using herding interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 80-84.
- Matthias Raddant & Mishael Milaković & Laura Birg, 2017.
"Persistence in corporate networks,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 249-276, July.
- Milaković, Mishael & Raddant, Matthias & Birg, Laura, 2014. "Persistence in corporate networks," Center for European, Governance and Economic Development Research Discussion Papers 184, University of Goettingen, Department of Economics.
- David Vidal-Tomás & Simone Alfarano, 2020.
"An agent-based early warning indicator for financial market instability,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 49-87, January.
- David Vidal-Tomás & Simone Alfarano, 2018. "An agent based early warning indicator for financial market instability," Working Papers 2018/12, Economics Department, Universitat Jaume I, Castellón (Spain).
- Vidal-Tomás, David & Alfarano, Simone, 2018. "An agent based early warning indicator for financial market instability," MPRA Paper 89693, University Library of Munich, Germany.
- Adrián Carro & Raúl Toral & Maxi San Miguel, 2015. "Markets, Herding and Response to External Information," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-28, July.
- Aleksejus Kononovicius & Vygintas Gontis, 2014. "Herding interactions as an opportunity to prevent extreme events in financial markets," Papers 1409.8024, arXiv.org, revised May 2015.
- Junhuan Zhang & Peter McBurney & Katarzyna Musial, 2018. "Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 301-352, January.
- Adri'an Carro & Ra'ul Toral & Maxi San Miguel, 2016. "The noisy voter model on complex networks," Papers 1602.06935, arXiv.org, revised Apr 2016.
- Adri'an Carro & Ra'ul Toral & Maxi San Miguel, 2013. "Signal amplification in an agent-based herding model," Papers 1302.6477, arXiv.org, revised Sep 2015.
- Zhang, Junhuan, 2018. "Influence of individual rationality on continuous double auction markets with networked traders," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 495(C), pages 353-392.
- Aleksejus Kononovicius, 2017. "Empirical Analysis and Agent-Based Modeling of the Lithuanian Parliamentary Elections," Complexity, Hindawi, vol. 2017, pages 1-15, November.
- Song-min Yu & Lei Zhu, 2017. "Impact of Firms’ Observation Network on the Carbon Market," Energies, MDPI, Open Access Journal, vol. 10(8), pages 1-1, August.
More about this item
Keywords
Herding; financial volatility; networks; core-perifery;JEL classification:
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- E19 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Other
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2011-05-30 (Financial Markets)
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