21 citations · 21 across the 1 of their papers we have counts for
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q-fin.ST2011
Predicting economic market crises using measures of collective panic
Dion Harmon, Marcus A. M. de Aguiar, David D. Chinellato +3
Predicting panic is of critical importance in many areas of human and animal behavior, notably in the context of economics. The recent financial crisis is a case in point. Panic ma…
q-fin.ST2010★ 21 cited
Networks of Economic Market Interdependence and Systemic Risk
Dion Harmon, Blake Stacey, Yavni Bar-Yam +1
The dynamic network of relationships among corporations underlies cascading economic failures including the current economic crisis, and can be inferred from correlations in market…