Access Statistics for Gabriele Tedeschi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A calibration procedure for analyzing stock price dynamics in an agent-based framework 0 2 4 37 2 7 15 119
Bank's strategies during the financial crisis 0 0 0 39 1 2 12 64
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 2 3 28 1 5 22 82
Differences in selling mechanisms, differences in prices: the case of the Boulogne s/mer fish market 0 0 0 10 1 1 8 36
From banks' strategies to financial (in)stability 0 0 0 17 1 1 11 46
From banks’ strategies to financial (in)stability 0 0 1 40 1 2 10 101
From bond yield to macroeconomic instability: The effect of negative interest rates 0 0 6 72 1 1 27 128
Herding effects in order driven markets: The rise and fall of gurus 0 0 0 33 1 3 11 111
How banks’ strategies influence financial cycles: An approach to identifying micro behavior 0 0 0 28 1 5 13 79
Markets connectivity and financial contagion 0 1 5 299 1 6 35 568
Systemic risk on different interbank network topologies 0 0 4 228 2 3 22 497
The impact of classes of innovators on Technology, Financial Fragility and Economic Growth 0 0 2 66 0 0 11 191
Total Working Papers 0 5 25 897 13 36 197 2,022


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A calibration procedure for analyzing stock price dynamics in an agent-based framework 1 2 3 23 1 3 11 80
Alternative approaches for the reformulation of economics 0 0 0 4 1 1 6 14
An Agent Based Model of Switching: The Case of Boulogne S/mer Fish Market 0 1 1 14 0 1 6 107
An approach to identifying micro behavior: How banks’ strategies influence financial cycles 0 0 3 3 1 1 14 17
Bank interlinkages and macroeconomic stability 0 0 2 42 1 2 15 124
Bankruptcy Cascades in Interbank Markets 0 0 0 0 0 0 0 0
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model 0 0 0 3 0 1 2 11
From banks' strategies to financial (in)stability 0 0 1 13 1 2 19 56
From bond yield to macroeconomic instability: A parsimonious affine model 0 0 0 6 0 0 6 21
Herding effects in order driven markets: The rise and fall of gurus 0 2 4 42 1 4 20 162
Interaction in agent-based economics: A survey on the network approach 0 1 3 28 1 2 6 86
Lost in transactions: The case of the Boulogne s/mer fish market 0 0 0 9 0 0 2 44
Major trends in agent-based economics 2 2 2 41 3 3 5 87
Markets connectivity and financial contagion 0 0 1 13 2 2 10 62
Systemic risk on different interbank network topologies 0 0 3 36 1 4 18 187
Taming financial systemic risk: models, instruments and early warning indicators 0 1 2 2 0 3 10 10
The Boulogne fish market: the social structure and the role of loyalty 0 0 0 15 0 1 5 82
The dynamic of innovation networks: a switching model on technological change 0 0 0 18 0 0 13 90
The impact of classes of innovators on technology, financial fragility, and economic growth 0 0 2 9 0 0 6 53
The role of communication and imitation in limit order markets 0 0 0 17 0 1 14 66
Total Journal Articles 3 9 27 338 13 31 188 1,359


Statistics updated 2020-09-04