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Zeitschrift

Journal of Economic Interaction and Coordination

Journal of Economic Interaction and Coordination OnlineFirst articles

30.10.2018 | Regular Article

Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs

In this paper, we propose an artificial market to model high-frequency trading where fast traders use threshold rules strategically to issue orders based on a signal reflecting the level of stochastic liquidity prevailing on the market. A market …

27.09.2018 | Regular Article

Degree-correlations in a bursting dynamic network model

We propose a mathematical description of a dynamic network model in which the number of links fluctuates over time according to the degree-preferences of nodes. More specifically, we consider the minimal case of a bipartite directed network where …

22.09.2018 | Regular Article

The economics of netting in financial networks

Can the netting of on-balance-sheet interbank assets and liabilities be useful in thwarting financial contagion during a systemic crisis episode? In order to answer this question, in this paper we use mean-field approximation techniques and …

15.09.2018 | Regular Article

Modeling the impulse response complex network for studying the fluctuation transmission of price indices

We provide a method for analyzing the transmission of fluctuation among price indices, which combines the complex network method and the impulse response function (IRF). The transmission relationships of price fluctuation among numerous price …

11.09.2018 | Regular Article

Interbank credit and the money manufacturing process: a systemic perspective on financial stability

Interbank lending and borrowing occur when financial institutions seek to settle and refinance their mutual positions over time and circumstances. This interactive process involves money creation at the aggregate level. Coordination mismatch on …

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Über diese Zeitschrift

The Journal of Economic Interaction and Coordination is the official journal of the Association of Economic Science with Heterogeneous Interacting Agents. It is dedicated to the vibrant and interdisciplinary field of agent-based approaches to economics and social sciences.

The journal focuses on simulating and synthesizing emergent phenomena and collective behavior in order to understand economic and social systems. A sample of topics addressed in the journal includes artificial markets with heterogeneous agents, multi-agents in economics, experimental economics, econophysics, financial markets with heterogeneous agents, non-linear economic dynamics, interacting particle systems in economics, markets as complex adaptive systems, theory and simulation of agent-based models, etc.

Contributions come primarily from economics, physics, computer science, and related fields and are typically based on sound theoretical models and supported by experimental validation.

Officially cited as:

J Econ Interact Coord

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