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Out-of-equilibrium dynamics and excess volatility in firm networks

Author

Listed:
  • Théo Dessertaine
  • José Morán
  • Michael Benzaquen

    (LadHyX - Laboratoire d'hydrodynamique - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique)

  • Jean-Philippe Bouchaud

Abstract

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Suggested Citation

  • Théo Dessertaine & José Morán & Michael Benzaquen & Jean-Philippe Bouchaud, 2022. "Out-of-equilibrium dynamics and excess volatility in firm networks," Post-Print hal-03049876, HAL.
    • Handle: RePEc:hal:journl:hal-03049876
    Note: View the original document on HAL open archive server: https://hal.science/hal-03049876
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    Cited by:

    1. Baruník, Jozef & Bevilacqua, Mattia & Faff, Robert, 2024. "Dynamic industry uncertainty networks and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
    2. Jean-Philippe Bouchaud, 2024. "The Self-Organized Criticality Paradigm in Economics & Finance," Papers 2407.10284, arXiv.org, revised Sep 2024.
    3. Antoine Mandel & Van-Quy Nguyen & Bach Dong-Xuan, 2024. "Strategic formation of production networks," Papers 2401.08929, arXiv.org.

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