We explore the network topology arising from a dataset of the overnight interbank transactions on the e-MID trading platform from...

This paper studies a simple dynamic model of interbank credit relationships. Starting from a given balance sheet structure of a...

A growing body of recent literature allows for heterogenous trading strategies and limited rationality of agents in behavioral models...

Milaković, Alfarano and Lux (2010) have identified a small core of directors who are both highly central to the ...

We consider the current bipartite graph of German corporate boards and identify a small core of directors who are highly central in...

We consider the bipartite graph of German corporate boards and identify a small core of directors who are highly central in the entire...

Multifractal processes have recently been proposed as a new formalism for modeling the time series of returns in finance. The major...

We investigate the effects of a Financial Transaction Tax (FTT) in an order-driven artificial financial market. FTTs are meant to...

Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the...

Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the...

We use weekly survey data on short-term and medium-term sentiment of German investors in order to study the causal relationship...

We use weekly survey data on short-term and medium-term sentiment of German investors in order to study the causal relationship...

We investigate the effects of a Financial Transaction Tax (FTT) in an order-driven artificial financial market. FTTs are meant to...

This paper develops a methodology for estimating the parameters of dynamic opinion or expectation formation processes with social...

This paper develops a methodology for estimating the parameters of dynamic opinion or expectation formation processes with social...

In this paper, we analyze the network properties of the Italian e-MID data based on overnight loans during the period 1999-2010. We...

In this paper, we analyze the network properties of the Italian e-MID data based on overnight loans during the period 1999-2010. We...

In this paper we consider daily financial data from various sources (stock market indices, foreign exchange rates and bonds) and...