Search results for "C49"

showing 2 items of 2 documents

The many faces of human sociality: uncovering the distribution and stability of social preferences

2018

There is vast heterogeneity in the human willingness to weigh others' interests in decision making. This heterogeneity concerns the motivational intricacies as well as the strength of other-regarding behaviors, and raises the question how one can parsimoniously model and characterize heterogeneity across several dimensions of social preferences while still being able to predict behavior over time and across situations. We tackle this task with an experiment and a structural model of preferences that allows us to simultaneously estimate outcome-based and reciprocity-based social preferences. We find that non-selfish preferences are the rule rather than the exception. Neither at the level of …

2000 General Economics Econometrics and Financeindividual behaviorVerhaltensökonomieSocial preferencesECON Department of EconomicsEntscheidungsfindung10007 Department of Economics0502 economics and businessC91EconomicsEconometricsHeterogenitätddc:330Social preferences; Heterogeneity; Stability; Finite mixture models050207 economicsSocial preferencesStrukturmodellPreference (economics)Sociality050205 econometrics finite mixture models05 social sciencesStochastic gameBehavioral microeconomics (underlying principles)Representative agentstabilityPräferenzReciprocity (evolution)Altruismus330 EconomicsPredictive powerD03C49heterogeneityGeneral Economics Econometrics and FinanceValue (mathematics)laboratory
researchProduct

The multiplex structure of interbank networks

2013

The interbank market has a natural multiplex network representation. We employ a unique database of supervisory reports of Italian banks to the Banca d'Italia that includes all bilateral exposures broken down by maturity and by the secured and unsecured nature of the contract. We find that layers have different topological properties and persistence over time. The presence of a link in a layer is not a good predictor of the presence of the same link in other layers. Maximum entropy models reveal different unexpected substructures, such as network motifs, in different layers. Using the total interbank network or focusing on a specific layer as representative of the other layers provides a po…

Financial economicsComputer scienceNetwork theoryjel:C4901 natural sciencesjel:G21FOS: Economics and businessInterbank marketInterbank network0502 economics and business0103 physical sciencesSystemic riskSystemic riskEconometrics050207 economicsLayer (object-oriented design)010306 general physicsjel:E51Principle of maximum entropy05 social sciencesRepresentation (systemics)Maturity (finance)interbank market network theory systemic riskNetwork theoryInterbank lending marketGeneral Finance (q-fin.GN)Quantitative Finance - General FinanceGeneral Economics Econometrics and FinanceFinance
researchProduct