Journal of Economic Interaction and Coordination

2006 - 2026

Current editor(s): A. Namatame, Thomas Lux and Shu-Heng Chen

From:
Springer
Society for Economic Science with Heterogeneous Interacting Agents
Contact information at EDIRC.
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Volume 15, issue 4, 2020

Arbitrage, speculation and futures price fluctuations with boundedly rational and heterogeneous agents pp. 763-791

Qingbin Gong and Zhe Yang

Does a ‘financial transaction tax’ drive out information mirages? An experimental analysis pp. 793-820

Andrea Morone, Pasquale Marcello Falcone, Simone Nuzzo and Piergiuseppe Morone

Quantifying the risk of price fluctuations based on weighted Granger causality networks of consumer price indices: evidence from G7 countries pp. 821-844

Qingru Sun, Xiangyun Gao, Ze Wang, Siyao Liu, Sui Guo and Yang Li

Financial contagion in inter-bank networks with overlapping portfolios pp. 845-865

Peilong Shen and Zhinan Li

Investment behaviour and “bull & bear” dynamics: modelling real and stock market interactions pp. 867-897

Serena Sordi and Marwil Dávila-Fernández

A path integral approach to business cycle models with large number of agents pp. 899-942

Pierre Gosselin, Aïleen Lotz and Marc Wambst

Financial accumulation implies ever-increasing wealth inequality pp. 943-951

Yuri Biondi and Stefano Olla

An artificial Wicksell–Keynes economy integrating short-run business cycle and long-term cumulative trend pp. 953-998

Ichiro Takahashi and Isamu Okada

Volume 15, issue 3, 2020

Convergence to Walrasian equilibrium with minimal information pp. 553-578

Ratul Lahkar

Macroprudential regulation for a dynamic Chinese banking system with a scale-free network pp. 579-611

Qianqian Gao and Hong Fan

Information versus imitation in a real-time agent-based model of financial markets pp. 613-631

Alessio Emanuele Biondo

Does social learning promote cooperation in social dilemmas? pp. 633-648

Ozgur Aydogmus, Hasan Cagatay and Erkan Gürpinar

Epidemiology of inflation expectations and internet search: an analysis for India pp. 649-671

Saakshi, Sohini Sahu and Siddhartha Chattopadhyay

Margin trade, short sales and financial stability pp. 673-702

Hui Ying Sng, Yang Zhang and Huanhuan Zheng

Innovation, finance, and economic growth: an agent-based approach pp. 703-736

Giorgio Fagiolo, Daniele Giachini and Andrea Roventini

Tradability, closeness to market prices, and expected profit: their measurement for a binomial model of options pricing in a heterogeneous market pp. 737-762

Yossi Shvimer and Avi Herbon

Volume 15, issue 2, 2020

Much ado about making money: the impact of disclosure, news and rumors on the formation of security market prices over time pp. 333-362

Yuri Biondi and Simone Righi

Racial residential segregation in multiple neighborhood markets: a dynamic sorting study pp. 363-383

Sheng Li, Kuo-Liang Chang and Lanlan Wang

Combining monetary policy and prudential regulation: an agent-based modeling approach pp. 385-411

Michel Alexandre and Gilberto Lima

Network calibration and metamodeling of a financial accelerator agent based model pp. 413-440

Leonardo Bargigli, Luca Riccetti, Alberto Russo and Mauro Gallegati

Spatial distribution of economic activities: a network approach pp. 441-470

Federico Pablo-Martí and Josep-Maria Arauzo-Carod

Interbank rules during economic declines: Can banks safeguard capital base? pp. 471-499

Mitja Steinbacher and Timotej Jagrič

Adhere to the rules or be discretionary? Empirical evidence from the euro area pp. 501-525

Zongsen Zou, Xiuling Wang and Dengtian Feng

Aspects of complexity in citizen–bureaucrat corruption: an agent-based simulation model pp. 527-552

Jana Zausinová, Martin Zoričak, Marcel Vološin and Vladimír Gazda

Volume 15, issue 1, 2020

Taming financial systemic risk: models, instruments and early warning indicators pp. 1-7

Gabriele Tedeschi, Fabio Caccioli and Maria Cristina Recchioni

Systemic financial risk indicators and securitised assets: an agent-based framework pp. 9-47

Andrea Mazzocchetti, Eliana Lauretta, Marco Raberto, Andrea Teglio and Silvano Cincotti

An agent-based early warning indicator for financial market instability pp. 49-87

David Vidal-Tomás and Simone Alfarano

Financial sector bargaining power, aggregate growth and systemic risk pp. 89-109

Emanuele Ciola

Voluntary contributions in a system with uncertain returns: a case of systemic risk pp. 111-132

Annarita Colasante, Aurora García-Gallego, Nikolaos Georgantzís and Andrea Morone

From FDI network topology to macroeconomic instability pp. 133-158

Giulia Masi and Giorgio Ricchiuti

Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis pp. 159-181

Gian Paolo Clemente, Rosanna Grassi and Chiara Pederzoli

Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities pp. 183-219

Lorella Fatone and Francesca Mariani

Identifying financial instability conditions using high frequency data pp. 221-242

Maria Elvira Mancino and Simona Sanfelici

A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets pp. 243-281

Yuji Sakurai and Tetsuo Kurosaki

Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis pp. 283-331

Burcu Kapar, Giulia Iori, Giampaolo Gabbi and Guido Germano

Volume 14, issue 4, 2019

The role of the world’s major steel markets in price spillover networks: an analysis based on complex network motifs pp. 697-720

Yanxin Liu, Huajiao Li, Jianhe Guan, Xueyong Liu and Yajie Qi

Dissecting the myth of the house price in Chinese metropolises: allowing for behavioral heterogeneity among investors pp. 721-740

Ling Zhang, Wenlong Bian and Hao Zhang

Are the stock and real estate markets integrated in China? pp. 741-760

Chi-Wei Su, Xiao-Cui Yin, Hsu-Ling Chang and Hai-Gang Zhou

Crowdworking: working with or against the crowd? pp. 761-788

Georg Jäger, Laura S. Zilian, Christian Hofer and Manfred Füllsack

Contagion of network products in small-world networks pp. 789-809

Hüseyin İkizler

Agent-based modeling of systemic risk in the European banking sector pp. 811-833

Petr Teply and Tomas Klinger

Modeling the impulse response complex network for studying the fluctuation transmission of price indices pp. 835-858

Qingru Sun, Xiangyun Gao, Shaobo Wen, Sida Feng and Ze Wang

Differences in the effects of seller-initiated versus buyer-initiated crowded trades in stock markets pp. 859-890

Liyun Zhou and Chunpeng Yang

Mis-measurement of inequality: a critical reflection and new insights pp. 891-921

Fabio Clementi, Mauro Gallegati, Lisa Gianmoena, Simone Landini and Joseph Stiglitz

Correction to: Mis-measurement of inequality: a critical reflection and new insights pp. 923-923

Fabio Clementi, Mauro Gallegati, Lisa Gianmoena, Simone Landini and Joseph Stiglitz

Volume 14, issue 3, 2019

Introduction to the special issue pp. 431-436

Tiziana Assenza, Jakob Grazzini and Domenico Massaro

Interbank credit and the money manufacturing process: a systemic perspective on financial stability pp. 437-468

Yuri Biondi and Feng Zhou

Order book modeling and financial stability pp. 469-489

Alessio Emanuele Biondo

The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment pp. 491-520

Annarita Colasante, Simone Alfarano and Eva Camacho-Cuena

Exchange rate dynamics under limits of arbitrage and heterogeneous expectations pp. 521-550

Soumya Datta

Frontier markets’ efficiency: mutual information and detrended fluctuation analyses pp. 551-572

Wahbeeah Mohti, Andreia Dionisio, Paulo Ferreira and Isabel Vieira

Growth, unemployment and heterogeneity pp. 573-593

Piero Ferri, Annalisa Cristini and Anna Maria Variato

The economics of netting in financial networks pp. 595-622

Edoardo Gaffeo, Lucio Gobbi and Massimo Molinari

From constrained optimization to constrained dynamics: extending analogies between economics and mechanics pp. 623-642

Erhard Glötzl, Florentin Glötzl and Oliver Richters

Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs pp. 643-662

Danilo Liuzzi, Paolo Pellizzari and Marco Tolotti

Degree-correlations in a bursting dynamic network model pp. 663-695

Fabio Vanni and Paolo Barucca

Volume 14, issue 2, 2019

Emergence of anti-coordination through reinforcement learning in generalized minority games pp. 225-245

Anindya S. Chakrabarti and Diptesh Ghosh

Asset diversification and systemic risk in the financial system pp. 247-272

Yichen Zhou and Honggang Li

Understanding the consequences of diversification on financial stability pp. 273-292

Opeoluwa Banwo, Paul Harrald and Francesca Medda

Partnership duration and concurrent partnering: implications for models of HIV prevalence pp. 293-315

Alan Isaac and Larry Sawers

Market efficiency, trading institutions and information mirages: evidence from a laboratory asset market pp. 317-344

Andrea Morone and Simone Nuzzo

Exponential structure of income inequality: evidence from 67 countries pp. 345-376

Yong Tao, Xiangjun Wu, Tao Zhou, Weibo Yan, Yanyuxiang Huang, Han Yu, Benedict Mondal and Victor Yakovenko

Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis pp. 377-418

Pengfei Wang, Wei Zhang, Xiao Li and Dehua Shen

A note on the relationship between the total factor productivity and the network of firms pp. 419-423

Antonio Palestrini and Enrico Guzzini

Franck Jovanovic and Christophe Schinckus: Econophysics and financial economics: an emerging dialogue pp. 425-430

Tobias Henschen

Volume 14, issue 1, 2019

Alternative approaches for the reformulation of economics pp. 1-6

Simone Alfarano, Eva Camacho Cuena and Gabriele Tedeschi

Macroeconomic implications of mortgage loan requirements: an agent-based approach pp. 7-46

Bulent Ozel, Reynold Nathanael, Marco Raberto, Andrea Teglio and Silvano Cincotti

Heterogeneity in social values and capital accumulation in a changing world pp. 47-92

Pierre Gosselin, Aïleen Lotz and Marc Wambst

Inequality, mobility and the financial accumulation process: a computational economic analysis pp. 93-119

Yuri Biondi and Simone Righi

Learning to save in a voluntary pension system: toward an agent-based model pp. 121-145

Balázs Király and Andras Simonovits

Prospect Theory in the Heterogeneous Agent Model pp. 147-174

Jan Polach and Jiri Kukacka

Efficient coordination in the lab pp. 175-201

Aurora García-Gallego, Penélope Hernández-Rojas and Amalia Rodrigo-González

Coordination in a skeptical two-group population pp. 203-214

Juan Carlos González-Avella, Haydée Lugo and Maxi San Miguel

Stagnation proofness in n-agent bargaining problems pp. 215-224

Jaume García-Segarra and Miguel Gines-Vilar