| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A fitness model for the Italian Interbank Money Market |
0 |
0 |
2 |
24 |
2 |
5 |
15 |
117 |
| A fitness model for the Italian interbank money market |
0 |
0 |
2 |
24 |
2 |
4 |
17 |
134 |
| A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions |
0 |
0 |
0 |
293 |
1 |
3 |
9 |
764 |
| A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions |
0 |
0 |
0 |
357 |
1 |
2 |
9 |
1,218 |
| A network analysis of the Italian oversight money market |
0 |
0 |
2 |
20 |
2 |
2 |
8 |
90 |
| A quantitative model of trading and price formation in financial markets |
0 |
2 |
2 |
66 |
1 |
3 |
6 |
187 |
| A simple microstructure model of double auction markets |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
481 |
| Agent-Based Modelling for Financial Markets |
0 |
2 |
7 |
141 |
1 |
5 |
21 |
257 |
| An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture |
0 |
0 |
0 |
9 |
1 |
4 |
10 |
49 |
| An analysis of systemic risk in alternative securities settlement architectures |
0 |
0 |
0 |
77 |
0 |
0 |
5 |
248 |
| Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market |
0 |
0 |
0 |
17 |
0 |
1 |
8 |
25 |
| Contagion in a heterogeneous inter bank market model |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
203 |
| Criticality in a model of banking crises |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
56 |
| Cross-correlation measures in the high-frequency domain |
0 |
0 |
1 |
11 |
1 |
3 |
6 |
63 |
| Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis |
0 |
0 |
0 |
3 |
0 |
1 |
9 |
46 |
| Demand Storage, Market Liquidity, and Price Volatility |
0 |
0 |
0 |
119 |
0 |
0 |
4 |
566 |
| Herding effects in order driven markets: The rise and fall of gurus |
0 |
0 |
0 |
33 |
1 |
2 |
10 |
114 |
| Information theoretic description of the e-Mid interbank market: implications for systemic risk |
0 |
0 |
0 |
20 |
0 |
2 |
7 |
49 |
| Interbank Lending, Reserve Requirements and Systemic Risk |
0 |
0 |
2 |
382 |
1 |
4 |
12 |
1,091 |
| Interbank Lending, reserve requirements and systemic risk |
0 |
0 |
0 |
0 |
1 |
3 |
8 |
570 |
| Market microstructure, bank's behaviour and interbank spreads |
0 |
0 |
4 |
117 |
2 |
4 |
17 |
229 |
| Modeling stock pinning |
0 |
0 |
1 |
24 |
0 |
2 |
13 |
81 |
| Networked relationships in the e-MID Interbank market: A trading model with memory |
0 |
0 |
0 |
33 |
1 |
3 |
10 |
83 |
| Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity |
0 |
0 |
1 |
31 |
1 |
2 |
10 |
113 |
| PATTERNS OF CONSUMPTION IN DISCRETE CHOICE MODELS WITH ASYMMETRIC INTERACTIONS |
0 |
1 |
1 |
183 |
0 |
1 |
5 |
493 |
| Patterns of consumption in socio-economic models with heterogeneous interacting agents |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
35 |
| Real-world options: smile and residual risk |
0 |
0 |
0 |
248 |
1 |
1 |
3 |
720 |
| SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS |
0 |
0 |
0 |
81 |
1 |
2 |
3 |
244 |
| Scaling and Multi-scaling in Financial Markets |
0 |
0 |
0 |
19 |
0 |
2 |
8 |
69 |
| Scaling and multiscaling in financial markets |
0 |
0 |
1 |
488 |
1 |
3 |
13 |
1,279 |
| Socioeconomic networks with long-range interactions |
0 |
0 |
0 |
74 |
0 |
1 |
1 |
205 |
| The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation |
0 |
0 |
0 |
30 |
0 |
2 |
6 |
93 |
| The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows |
0 |
0 |
1 |
152 |
0 |
0 |
22 |
399 |
| The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows |
0 |
0 |
2 |
32 |
0 |
2 |
7 |
143 |
| The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows |
0 |
0 |
0 |
20 |
0 |
3 |
8 |
75 |
| The Microstructure of the Italian Overnight Money Market |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
186 |
| Trading strategies in the Italian interbank market |
0 |
0 |
0 |
28 |
1 |
3 |
4 |
111 |
| Trading strategies in the Italian interbank market |
0 |
0 |
0 |
16 |
1 |
2 |
4 |
74 |
| Weighted network analysis of high frequency cross-correlation measures |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
31 |
| Total Working Papers |
0 |
5 |
29 |
3,195 |
25 |
85 |
327 |
10,991 |
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