Computational Economics: Heterogeneous Agent Modeling

Chapter 11

Empirical Analyses of Networks in Finance

Giulia Iori^⁎,1; Rosario N. Mantegna^{†,‡,§    ⁎}Department of Economics, City, University of London, London, United Kingdom^†Department of Physics and Chemistry, University of Palermo, Palermo, Italy^‡Department of Computer Science, University College London, London, United Kingdom^§Complexity Science Hub Vienna, Vienna, Austria¹Corresponding author. email address: [e-mail]

Abstract

The recent global financial crisis has triggered a huge interest in the use of network concepts and network tools to better understand how instabilities can propagate through the financial system. The literature is today quite vast, covering both theoretical and empirical aspects. This review concentrates ...