| 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 |
0 |
27 |
0 |
1 |
1 |
133 |
| A fitness model for the Italian interbank money market |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
140 |
| A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions |
0 |
0 |
0 |
293 |
0 |
1 |
2 |
814 |
| A microsimulation of traders activity in the stock market: the role of heterogeneity, agents' interactions and trade frictions |
0 |
0 |
0 |
359 |
0 |
1 |
4 |
1,231 |
| A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements |
0 |
0 |
1 |
29 |
0 |
0 |
2 |
51 |
| A network analysis of the Italian overnight money market |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
99 |
| A quantitative model of trading and price formation in financial markets |
0 |
0 |
0 |
70 |
0 |
1 |
4 |
204 |
| A simple microstructure model of double auction markets |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
509 |
| Advances in the Agent-Based Modeling of Economic and Social Behavior |
1 |
2 |
4 |
52 |
2 |
5 |
11 |
55 |
| Agent-Based Modelling for Financial Markets |
0 |
0 |
0 |
151 |
0 |
0 |
3 |
290 |
| An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture |
0 |
0 |
0 |
11 |
0 |
1 |
4 |
65 |
| An analysis of systemic risk in alternative securities settlement architectures |
0 |
0 |
0 |
77 |
0 |
1 |
3 |
252 |
| Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
30 |
| Centralized vs Decentralized Markets: The Role of Connectivity |
0 |
0 |
1 |
10 |
0 |
2 |
5 |
15 |
| Centralized vs decentralized markets in the laboratory: The role of connectivity |
0 |
0 |
0 |
22 |
2 |
2 |
2 |
65 |
| Centralized vs decentralized markets: The role of connectivity |
0 |
0 |
0 |
6 |
1 |
1 |
5 |
8 |
| Contagion in a heterogeneous inter bank market model |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
209 |
| Criticality in a model of banking crises |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
62 |
| Cross-correlation measures in the high-frequency domain |
0 |
0 |
0 |
12 |
1 |
1 |
4 |
74 |
| Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis |
0 |
0 |
0 |
3 |
1 |
1 |
3 |
54 |
| Demand Storage, Market Liquidity, and Price Volatility |
0 |
0 |
0 |
119 |
0 |
0 |
1 |
576 |
| Herding effects in order driven markets: The rise and fall of gurus |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
126 |
| Information theoretic description of the e-Mid interbank market: implications for systemic risk |
0 |
0 |
0 |
20 |
0 |
1 |
3 |
55 |
| Interbank Lending, Reserve Requirements and Systemic Risk |
0 |
0 |
0 |
391 |
0 |
0 |
0 |
1,108 |
| Interbank Lending, reserve requirements and systemic risk |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
579 |
| Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises |
0 |
0 |
1 |
44 |
0 |
1 |
6 |
45 |
| Market microstructure, bank's behaviour and interbank spreads |
0 |
0 |
0 |
118 |
0 |
0 |
1 |
236 |
| Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis |
0 |
0 |
1 |
10 |
0 |
1 |
2 |
25 |
| Modeling stock pinning |
0 |
0 |
0 |
29 |
0 |
2 |
4 |
106 |
| Network Centrality and Funding Rates in the e-MID Interbank Market |
0 |
0 |
0 |
6 |
1 |
2 |
4 |
48 |
| Networked relationships in the e-MID Interbank market: A trading model with memory |
0 |
0 |
1 |
36 |
0 |
0 |
2 |
161 |
| Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity |
0 |
0 |
0 |
37 |
1 |
1 |
2 |
134 |
| PATTERNS OF CONSUMPTION IN DISCRETE CHOICE MODELS WITH ASYMMETRIC INTERACTIONS |
0 |
0 |
0 |
184 |
0 |
0 |
0 |
497 |
| Patterns of consumption in socio-economic models with heterogeneous interacting agents |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
42 |
| Quantifying preferential trading in the e-MID interbank market |
0 |
0 |
0 |
21 |
0 |
2 |
5 |
75 |
| Real-world options: smile and residual risk |
0 |
0 |
0 |
248 |
0 |
0 |
1 |
729 |
| SCALING AND MULTI-SCALING ANALYSIS IN A MARKET MODEL WITH ENDOGENOUS THRESHOLD DYNAMICS |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
250 |
| Scaling and Multi-scaling in Financial Markets |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
111 |
| Scaling and multiscaling in financial markets |
0 |
0 |
0 |
490 |
0 |
1 |
3 |
1,320 |
| Socioeconomic networks with long-range interactions |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
207 |
| The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation |
0 |
0 |
0 |
30 |
0 |
0 |
3 |
98 |
| The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows |
0 |
0 |
0 |
158 |
0 |
0 |
7 |
433 |
| The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows |
0 |
0 |
0 |
38 |
0 |
0 |
4 |
166 |
| The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
85 |
| The Microstructure of the Italian Overnight Money Market |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
199 |
| Trading strategies in the Italian interbank market |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
114 |
| Trading strategies in the Italian interbank market |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
84 |
| Weighted network analysis of high frequency cross-correlation measures |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
35 |
| Total Working Papers |
1 |
2 |
9 |
3,463 |
9 |
31 |
126 |
12,004 |
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