Showing 1 - 10 of 18,368
popular empirical network structures such as small world networks and scale-free networks. Thus, the social interaction …
Persistent link: https://www.econbiz.de/10010309601
developing a core-periphery model, and devise a procedure for fitting the model to real-world networks. Using Bundesbank data on … provides a promising avenue for understanding the formation of financial networks. …
Persistent link: https://www.econbiz.de/10010303920
seems that few scholars have discussed the relationship between social networks and the Boltzmann-Gibbs distribution … popular empirical network structures such as small world networks and scale-free networks. In addition, our simulation results …
Persistent link: https://www.econbiz.de/10010305848
realistic interbank networks that preserve important characteristics of the original interbank market. The method loads the most … probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …
Persistent link: https://www.econbiz.de/10010332887
We consider any network environment in which the best shot game is played. This is the case where the possible actions are only two for every node (0 and 1), and the best response for a node is 1 if and only if all her neighbors play 0. A natural application of the model is one in which the...
Persistent link: https://www.econbiz.de/10010279533
accurately determining the structure of real networks can be difficult and the network averaging technique provides a proxy for … real networks. A second aim is to introduce the adaptive interactive expectations (AIE) model, which uses a ‘pressure to … networks. The AIE model could be readily applied to other forms of expectations and as a replacement for the utility curve …
Persistent link: https://www.econbiz.de/10011257744
realistic interbank networks that preserve important characteristics of the original interbank market. The method loads the most … probable links with the largest exposures consistent with the total lending and borrowing of each bank, yielding networks with …
Persistent link: https://www.econbiz.de/10011114914
In this paper we investigate the effects of network topologies on asset price dynamics. We introduce network communications into a simple asset pricing model with heterogeneous beliefs. The agents may switch between several belief types according to their performance. The performance information...
Persistent link: https://www.econbiz.de/10010871048
popular empirical network structures such as small world networks and scale-free networks. Thus, the social interaction …
Persistent link: https://www.econbiz.de/10010954720
realistic interbank networks that preserve important characteristics of the original interbank market. The method loads the most … probable links with the largest exposures consistent with the total lending and borrowing of each bank, leading to networks …
Persistent link: https://www.econbiz.de/10010957084