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Simone Giansante

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This is information that was supplied by Simone Giansante in registering through RePEc. If you are Simone Giansante , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Simone
Middle Name:
Last Name: Giansante
Suffix:

RePEc Short-ID: pgi115

Email:
Homepage: http://people.bath.ac.uk/sg473/
Postal Address: School of Management University of Bath Bath, BA2 7AY United Kingdom
Phone:

Affiliation

School of Management
University of Bath
Location: Bath, United Kingdom
Homepage: http://www.bath.ac.uk/management/
Email:
Phone: +44 (0) 1225 826742
Fax: +44 (0) 1225 826743
Postal: Claverton Down, Bath, BA2 7AY
Handle: RePEc:edi:smbatuk (more details at EDIRC)

Works

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Working papers

  1. Sheri M. Markose & Bewaji Oluwasegun & Simone Giansante, 2012. "Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade and Systemic Risk Analysis," Economics Discussion Papers 714, University of Essex, Department of Economics.
  2. Adams, Mark & Galbiati, Marco & Giansante, Simone, 2010. "Liquidity costs and tiering in large-value payment systems," Bank of England working papers 399, Bank of England.
  3. Sheri Markose & Simone Giansante & Mateusz Gatkowski & Ali Rais Shaghaghi, 2010. "Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks," Economics Discussion Papers 683, University of Essex, Department of Economics.
  4. Marco Galbiati & Simone Giansante, 2010. "Emergence of networks in large value payment systems (LVPSs)," Department of Economic Policy, Finance and Development (DEPFID) University of Siena 0110, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.

Articles

  1. Krause, Andreas & Giansante, Simone, 2012. "Interbank lending and the spread of bank failures: A network model of systemic risk," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 583-608.
  2. Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais, 2012. "‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 627-646.
  3. Giansante, Simone & Chiarella, Carl & Sordi, Serena & Vercelli, Alessandro, 2012. "Structural contagion and vulnerability to unexpected liquidity shortfalls," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 558-569.
  4. Kirman, Alan & Markose, Sheri & Giansante, Simone & Pin, Paolo, 2007. "Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 2085-2107, June.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (5) 2010-02-13 2010-03-20 2010-05-02 2010-08-06 2012-05-15. Author is listed
  2. NEP-CMP: Computational Economics (1) 2012-05-15
  3. NEP-NET: Network Economics (2) 2010-03-20 2010-08-06. Author is listed
  4. NEP-REG: Regulation (1) 2010-02-13
  5. NEP-RMG: Risk Management (2) 2010-02-13 2010-05-02. Author is listed

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