Network hierarchy in Kirman's ant model: fund investment can create systemic risk
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Cited by:
- Albrecht Irle & Jonas Kauschke & Thomas Lux & Mishael Milaković, 2011.
"Switching Rates And The Asymptotic Behavior Of Herding Models,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 14(03), pages 359-376.
- Irle, Albrecht & Kauschke, Jonas & Lux, Thomas & Milaković, Mishael, 2010. "Switching rates and the asymptotic behavior of herding models," Kiel Working Papers 1595, Kiel Institute for the World Economy (IfW).
- Chang, Chia-ling & Chen, Shu-heng, 2011. "Interactions in DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics Discussion Papers 2011-25, Kiel Institute for the World Economy (IfW).
- Chen, Shu-heng & Chang, Chia-ling, 2012. "Interactions in the New Keynesian DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 6, pages 1-32.
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Keywords
herding; financial markets; networks; N-dependence; systemic risk;NEP fields
This paper has been announced in the following NEP Reports:- NEP-NET-2010-01-23 (Network Economics)
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