Leonardo Bargigli
Personal Details
First Name: | Leonardo |
Middle Name: | |
Last Name: | Bargigli |
Suffix: | |
RePEc Short-ID: | pba267 |
http://www.unifi.it/p-doc2-2013-000000-B-3f2b3a2f362930.html | |
Affiliation
Dipartimento di Scienze per l'Economia e l'Impresa
Scuola di Economia e Management
Università degli Studi di Firenze
Firenze, Italyhttp://www.disei.unifi.it/
+39-055-2759509
+39-055-2759550
via delle Pandette, 9 50127 Firenze
RePEc:edi:defirit (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Leonardo Bargigli & Giulio Cifarelli, 2020. "Endogenous and Exogenous Volatility in the Foreign Exchange Market," Working Papers - Economics wp2020_17.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Leonardo BARGIGLI & Giulio CIFARELLI, 2020. "Structural Interdependence of Price and Demand in a Model of the Foreign Exchange Market with Heterogeneous Speculators: Evidence from High-frequency Data," Working Papers - Economics wp2020_04.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Leonardo Bargigli, 2019.
"A Model of Market Making with Heterogeneous Speculators,"
Working Papers - Economics
wp2019_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Leonardo Bargigli, 2021. "A model of market making with heterogeneous speculators," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 1-28, January.
- Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2016.
"Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model,"
Working Papers - Economics
wp2016_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2020. "Network calibration and metamodeling of a financial accelerator agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 413-440, April.
- Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2015. "Interbank markets and multiplex networks: centrality measures and statistical null models," Papers 1501.05751, arXiv.org.
- Leonardo Bargigli & Renato Giannetti, 2015. "The Italian Corporate System: SOEs, Private Firms and Institutions in a Network Perspective (1952-1983)," Working Papers - Economics wp2015_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Leonardo Bargigli & Andrea Lionetto & Stefano Viaggiu, 2013. "A Statistical Test of Walrasian Equilibrium by Means of Complex Networks Theory," Papers 1307.0817, arXiv.org, revised Sep 2016.
- Leonardo Bargigli & Giovanni Di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2013.
"The Multiplex Structure of Interbank Networks,"
Working Papers - Economics
wp2013_26.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- L. Bargigli & G. di Iasio & L. Infante & F. Lillo & F. Pierobon, 2015. "The multiplex structure of interbank networks," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 673-691, April.
- Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2013. "The multiplex structure of interbank networks," Papers 1311.4798, arXiv.org.
- Leonardo Bargigli & Andrea Lionetto & Stefano Viaggiu, 2013. "A Statistical Equilibrium Representation of Markets as Complex Networks," Working Papers - Economics wp2013_23.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Leonardo Bargigli, 2013. "Statistical Equilibrium Models for Sparse Economic Networks," Working Papers - Economics wp2013_25.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Bargigli, Leonardo & Gallegati, Mauro, 2012.
"Finding communities in credit networks,"
Economics Discussion Papers
2012-41, Kiel Institute for the World Economy (IfW).
- Bargigli, Leonardo & Gallegati, Mauro, 2013. "Finding communities in credit networks," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 7, pages 1-39.
- Stefano Viaggiu & Andrea Lionetto & Leonardo Bargigli & Michele Longo, 2011.
"Statistical ensembles for money and debt,"
Papers
1109.0891, arXiv.org, revised Jul 2012.
- Viaggiu, Stefano & Lionetto, Andrea & Bargigli, Leonardo & Longo, Michele, 2012. "Statistical ensembles for money and debt," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4839-4849.
- Leonardo Bargigli, 2005. "The limits of modularity in innovation and production," KITeS Working Papers 176, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, revised Sep 2005.
- Leonardo Bargigli, 2005. "An evolutionary model for the dynamics of vertical integration and network-based production," Industrial Organization 0509002, University Library of Munich, Germany.
Articles
- Leonardo Bargigli, 2021.
"A model of market making with heterogeneous speculators,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 1-28, January.
- Leonardo Bargigli, 2019. "A Model of Market Making with Heterogeneous Speculators," Working Papers - Economics wp2019_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2020.
"Network calibration and metamodeling of a financial accelerator agent based model,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 413-440, April.
- Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2016. "Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model," Working Papers - Economics wp2016_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Bargigli, L. & Giannetti, R., 2018. "The Italian corporate system in a network perspective (1952–1983)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 494(C), pages 367-379.
- L. Bargigli & G. di Iasio & L. Infante & F. Lillo & F. Pierobon, 2015.
"The multiplex structure of interbank networks,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 673-691, April.
- Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2013. "The multiplex structure of interbank networks," Papers 1311.4798, arXiv.org.
- Leonardo Bargigli & Giovanni Di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2013. "The Multiplex Structure of Interbank Networks," Working Papers - Economics wp2013_26.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
- Bargigli, Leonardo & Tedeschi, Gabriele, 2014. "Interaction in agent-based economics: A survey on the network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 399(C), pages 1-15.
- Bargigli, Leonardo & Gallegati, Mauro, 2013.
"Finding communities in credit networks,"
Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 7, pages 1-39.
- Bargigli, Leonardo & Gallegati, Mauro, 2012. "Finding communities in credit networks," Economics Discussion Papers 2012-41, Kiel Institute for the World Economy (IfW).
- Leonardo Bargigli & Gabriele Tedeschi, 2013. "Major trends in agent-based economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 211-217, October.
- Viaggiu, Stefano & Lionetto, Andrea & Bargigli, Leonardo & Longo, Michele, 2012.
"Statistical ensembles for money and debt,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4839-4849.
- Stefano Viaggiu & Andrea Lionetto & Leonardo Bargigli & Michele Longo, 2011. "Statistical ensembles for money and debt," Papers 1109.0891, arXiv.org, revised Jul 2012.
- Bargigli, Leonardo & Gallegati, Mauro, 2011.
"Random digraphs with given expected degree sequences: A model for economic networks,"
Journal of Economic Behavior & Organization, Elsevier, vol. 78(3), pages 396-411, May.
- Mauro Gallegati, 2011. "Random Digraphs with Given Expected Degree Sequences: A Model for Economic Networks," Post-Print hal-00989518, HAL.
- Leonardo Bargigli & Michelangelo Vasta & Martina Cioni & Alberto Baccini, 2007. "A caccia di informazioni accurate sui «fantasmi». Una proposta per l’analisi del fabbisogno professionale e formativo," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2007(5-6), pages 115-141.
- Leonardo Bargigli & Mauro Lombardi, 2006. "Forme evolutive dei sistemi di produzione in base a strutture di interazione tra moduli. Una proposta di esplorazione nello spazio delle configurazioni modulari," Economia politica, Società editrice il Mulino, issue 2, pages 201-236.
- Leonardo Bargigli & Martina Cioni, 2003. "Le imprese dell'ICT in Toscana: profili competitivi e modelli innovativi," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2003(117).
Chapters
- Leonardo Bargigli & Michelangelo Vasta, 2006. "Ownership and control in Italian capitalism (1911–1972)," Contributions to Economics, in: Renato Giannetti & Michelangelo Vasta (ed.), Evolution of Italian Enterprises in the 20th Century, chapter 6, pages 111-152, Springer.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2016.
"Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model,"
Working Papers - Economics
wp2016_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2020. "Network calibration and metamodeling of a financial accelerator agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 413-440, April.
Cited by:
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017.
"Agent-Based Model Calibration using Machine Learning Surrogates,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01499344, HAL.
- Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018. "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Sciences Po publications 2017-09, Sciences Po.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Papers 1703.10639, arXiv.org, revised Apr 2017.
- Frencesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-based model calibration using machine learning surrogates," Documents de Travail de l'OFCE 2017-09, Observatoire Francais des Conjonctures Economiques (OFCE).
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series 2017/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-01499344, HAL.
- Elizabeth Jane Casabianca & Alessia Lo Turco & Daniela Maggioni, 2021. "Migration And The Structure Of Manufacturing Production. A View From Italian Provinces," Working Papers 448, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Giorgio Fagiolo & Andrea Roventini, 2017.
"Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead,"
Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-1.
- Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," LEM Papers Series 2016/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead," Sciences Po publications info:hdl:2441/dcditnq6282, Sciences Po.
- G. Fagiolo & A. Roventini, 2016. "Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead," Documents de Travail de l'OFCE 2016-11, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sylvain Barde & Sander van der Hoog, 2017.
"An empirical validation protocol for large-scale agent-based models,"
Studies in Economics
1712, School of Economics, University of Kent.
- Sylvain Barde & Sander Van Der Hoog, 2017. "An empirical validation protocol for large-scale agent-based models," Sciences Po publications 17/12, Sciences Po.
- Giovanni Dosi & Andrea Roventini, 2019.
"More is different ... and complex! the case for agent-based macroeconomics,"
Journal of Evolutionary Economics, Springer, vol. 29(1), pages 1-37, March.
- Giovanni Dosi & Andrea Roventini, 2019. "More is Different ... and Complex! The Case for Agent-Based Macroeconomics," LEM Papers Series 2019/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2017.
"Validation of Agent-Based Models in Economics and Finance,"
LEM Papers Series
2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," Post-Print halshs-02375423, HAL.
- Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
- G. Dosi & M. C. Pereira & M. E. Virgillito, 2018.
"On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 173-193, April.
- Giovanni Dosi & Marcelo C. Pereira & Maria Enrica Virgillito, 2016. "On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis," LEM Papers Series 2016/12, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Brancaccio, Emiliano & Giammetti, Raffaele & Lopreite, Milena & Puliga, Michelangelo, 2018. "Centralization of capital and financial crisis: A global network analysis of corporate control," Structural Change and Economic Dynamics, Elsevier, vol. 45(C), pages 94-104.
- Chen, Siyan & Desiderio, Saul, 2018.
"Computational evidence on the distributive properties of monetary policy,"
Economics Discussion Papers
2018-38, Kiel Institute for the World Economy (IfW).
- Chen, Siyan & Desiderio, Saul, 2018. "Computational evidence on the distributive properties of monetary policy," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 12, pages 1-32.
- Luca Riccetti & Alberto Russo & Mauro Gallegati, 2020.
"Firm-bank credit network, business cycle and macroprudential policy,"
Working Papers
2020/16, Economics Department, Universitat Jaume I, Castellón (Spain).
- Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2020. "Firm-bank credit networks, business cycle and macroprudential policy," MPRA Paper 98928, University Library of Munich, Germany.
- Emanuele Ciola & Edoardo Gaffeo & Mauro Gallegati, 2021. "Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?," Working Papers 450, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2015.
"Interbank markets and multiplex networks: centrality measures and statistical null models,"
Papers
1501.05751, arXiv.org.
Cited by:
- Raymond Ka-Kay Pang & Oscar Granados & Harsh Chhajer & Erika Fille Legara, 2020. "An analysis of network filtering methods to sovereign bond yields during COVID-19," Papers 2009.13390, arXiv.org, revised Feb 2021.
- Shouwei Li & Shihang Wen, 2017. "Multiplex Networks of the Guarantee Market: Evidence from China," Complexity, Hindawi, vol. 2017, pages 1-7, July.
- Leonardo Bargigli & Andrea Lionetto & Stefano Viaggiu, 2013.
"A Statistical Test of Walrasian Equilibrium by Means of Complex Networks Theory,"
Papers
1307.0817, arXiv.org, revised Sep 2016.
Cited by:
- George Judge, 2015. "Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 1-10, February.
- Leonardo Bargigli & Giovanni Di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2013.
"The Multiplex Structure of Interbank Networks,"
Working Papers - Economics
wp2013_26.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- L. Bargigli & G. di Iasio & L. Infante & F. Lillo & F. Pierobon, 2015. "The multiplex structure of interbank networks," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 673-691, April.
- Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2013. "The multiplex structure of interbank networks," Papers 1311.4798, arXiv.org.
Cited by:
- Li, Shouwei & Liu, Yifu & Wu, Chaoqun, 2020. "Systemic risk in bank-firm multiplex networks," Finance Research Letters, Elsevier, vol. 33(C).
- Gabriel Montes Rojas, 2019. "Subgraph Network Random Effects Error Components Models: Specification and Testing," Documentos de trabajo del Instituto Interdisciplinario de Economía Política (IIEP-BAIRES) 2019-44, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política (IIEP-BAIRES).
- Leon Rincon, C.E. & Berndsen, R.J. & Renneboog, L.D.R., 2014.
"Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures,"
Other publications TiSEM
ec673981-aa01-48f9-9553-d, Tilburg University, School of Economics and Management.
- Leon Rincon, C.E. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-033, Tilburg University, Tilburg Law and Economic Center.
- Leon Rincon, C.E. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM e1e8f9bc-2084-46df-873c-5, Tilburg University, School of Economics and Management.
- Leon Rincon, C.E. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-057, Tilburg University, Center for Economic Research.
- Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 848, Banco de la Republica de Colombia.
- Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," BORRADORES DE ECONOMIA 012254, BANCO DE LA REPÚBLICA.
- Leon Rincon, C.E. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM 0de9add3-0338-4575-9c00-b, Tilburg University, School of Economics and Management.
- Amador, João & Cabral, Sónia, 2016.
"Networks of value added trade,"
Working Paper Series
1931, European Central Bank.
- João Amador & Sónia Cabral, 2017. "Networks of Value-added Trade," The World Economy, Wiley Blackwell, vol. 40(7), pages 1291-1313, July.
- João Amador & Sónia Cabral, 2015. "Networks of value added trade," Working Papers w201516, Banco de Portugal, Economics and Research Department.
- Aldasoro, Iñaki & Alves, Iván, 2016.
"Multiplex interbank networks and systemic importance – An application to European data,"
ESRB Working Paper Series
20, European Systemic Risk Board.
- Aldasoro, Iñaki & Alves, Iván, 2018. "Multiplex interbank networks and systemic importance: An application to European data," Journal of Financial Stability, Elsevier, vol. 35(C), pages 17-37.
- Aldasoro, Iñaki & Alves, Iván, 2015. "Multiplex interbank networks and systemic importance: An application to European data," SAFE Working Paper Series 102 [rev.], Leibniz Institute for Financial Research SAFE.
- Aldasoro, Iñaki & Alves, Iván, 2016. "Multiplex interbank networks and systemic importance: an application to European data," Working Paper Series 1962, European Central Bank.
- Aldasoro, Iñaki & Alves, Iván, 2015. "Multiplex interbank networks and systemic importance: An application to European data," SAFE Working Paper Series 102, Leibniz Institute for Financial Research SAFE.
- Iñaki Aldasoro & Ivan Alves, 2017. "Multiplex interbank networks and systemic importance - An application to European data," BIS Working Papers 603, Bank for International Settlements.
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2018.
"Network models of financial systemic risk: a review,"
Journal of Computational Social Science, Springer, vol. 1(1), pages 81-114, January.
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017. "Network models of financial systemic risk: A review," Papers 1710.11512, arXiv.org.
- Fabio Caccioli & Paolo Barucca & Teruyoshi Kobayashi, 2017. "Network models of financial systemic risk: A review," Discussion Papers 1719, Graduate School of Economics, Kobe University.
- Anton Pichler & Sebastian Poledna & Stefan Thurner, 2018. "Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem," Papers 1801.10515, arXiv.org, revised Mar 2018.
- Carlos León & Jhonatan Pérez & Luc Renneboog, 2014.
"A multi-layer network of the sovereign securities market,"
Borradores de Economia
840, Banco de la Republica de Colombia.
- Carlos León & Jhonatan Pérez & Luc Renneboog, 2014. "A multi-layer network of the sovereign securities market," BORRADORES DE ECONOMIA 012036, BANCO DE LA REPÚBLICA.
- Dror Kenett & Shlomo Havlin, 2015. "Network science: a useful tool in economics and finance," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 14(2), pages 155-167, November.
- Antoaneta Serguieva & David Bholat, 2017. "Multichannel contagion vs stabilisation in multiple interconnected financial markets," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
- Wolski, Marcin & van de Leur, Michiel, 2016.
"Interbank loans, collateral and modern monetary policy,"
Working Paper Series
1959, European Central Bank.
- Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 388-416.
- S Battiston & G di Iasio & L Infante & F Pierobon, 2015.
"Capital and contagion in financial networks,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39,
Bank for International Settlements.
- di Iasio, Giovanni & Battiston, Stefano & Infante, Luigi & Pierobon, Federico, 2013. "Capital and Contagion in Financial Networks," MPRA Paper 52141, University Library of Munich, Germany.
- Paolo Barucca & Fabrizio Lillo, 2018. "The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market," Computational Management Science, Springer, vol. 15(1), pages 33-53, January.
- Edoardo Gaffeo & Massimo Molinari, 2016.
"A functional perspective to financial networks,"
DEM Working Papers
2016/06, Department of Economics and Management.
- Edoardo Gaffeo & Massimo Molinari, 2017. "A functional perspective on financial networks," Working Papers 181, University of Rome La Sapienza, Department of Public Economics.
- Edoardo Gaffeo & Massimo Molinari, 2018. "A functional perspective on financial networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 51-79, April.
- Sumit Joshi & Sudipta Sarangi & Ahmed Saber Mahmud, 2017.
"Network Formation with Multigraphs and Strategic Complementarities,"
Working Papers
2017-27, The George Washington University, Institute for International Economic Policy.
- Joshi, Sumit & Mahmud, Ahmed Saber & Sarangi, Sudipta, 2020. "Network formation with multigraphs and strategic complementarities," Journal of Economic Theory, Elsevier, vol. 188(C).
- Hüser, Anne-Caroline & Kok, Christoffer, 2019.
"Mapping bank securities across euro area sectors: comparing funding and exposure networks,"
Bank of England working papers
795, Bank of England.
- Hüser, Anne-Caroline & Kok, Christoffer, 2019. "Mapping bank securities across euro area sectors: comparing funding and exposure networks," Working Paper Series 2273, European Central Bank.
- Giulia Iori & Rosario N. Mantegna & Luca Marotta & Salvatore Micciche' & James Porter & Michele Tumminello, 2014.
"Networked relationships in the e-MID Interbank market: A trading model with memory,"
Papers
1403.3638, arXiv.org.
- Iori, Giulia & Mantegna, Rosario N. & Marotta, Luca & Miccichè, Salvatore & Porter, James & Tumminello, Michele, 2015. "Networked relationships in the e-MID interbank market: A trading model with memory," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 98-116.
- Inaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2015.
"Bank Networks: Contagion, Systemic Risk and Prudential Policy,"
CESifo Working Paper Series
5182, CESifo.
- Aldasoro, Iñaki & Delli Gatti, Domenico & Faia, Ester, 2015. "Bank networks: Contagion, systemic risk and prudential policy," SAFE Working Paper Series 87, Leibniz Institute for Financial Research SAFE.
- Iñaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2016. "Bank networks: contagion, systemic risk and prudential policy," BIS Working Papers 597, Bank for International Settlements.
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1510.04967, arXiv.org, revised Oct 2016.
- Bernardo Alves Furtado & Isaque Daniel Rocha Eberhardt, 2016. "A Simple Agent-Based Spatial Model of the Economy: Tools for Policy," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 19(4), pages 1-12.
- Yuri Biondi & Feng Zhou, 2017.
"Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability,"
Papers
1702.08774, arXiv.org.
- Yuri Biondi & Feng Zhou, 2019. "Interbank credit and the money manufacturing process: a systemic perspective on financial stability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 437-468, September.
- Simone Alfarano & Eva Camacho & Gabriele Tedeschi, 2019. "Alternative approaches for the reformulation of economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(1), pages 1-6, March.
- Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
- Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
- Ruggero Grilli & Gabriele Tedeschi & Mauro Gallegati, 2015.
"Markets connectivity and financial contagion,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 287-304, October.
- Bargigli, Leonardo & Gallegati, Mauro, 2013.
"Finding communities in credit networks,"
Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 7, pages 1-39.
See citations under working paper version above.
- Bargigli, Leonardo & Gallegati, Mauro, 2012. "Finding communities in credit networks," Economics Discussion Papers 2012-41, Kiel Institute for the World Economy (IfW).
- Leonardo Bargigli & Gabriele Tedeschi, 2013.
"Major trends in agent-based economics,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 211-217, October.
Cited by:
- Alexei P Kireyev & Andrei Leonidov, 2015. "Network Effects of International Shocks and Spillovers," IMF Working Papers 2015/149, International Monetary Fund.
- Hüseyin İkizler, 2019. "Contagion of network products in small-world networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 789-809, December.
- Mauro Napoletano & Eric Guerci & Nobuyuki Hanaki, 2018.
"Recent advances in financial networks and agent-based model validation,"
Post-Print
hal-02299235, HAL.
- Mauro Napoletano & Eric Guerci & Nobuyuki Hanaki, 2018. "Recent advances in financial networks and agent-based model validation," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 1-7, April.
- Gabriele Tedeschi & Fabio Caccioli & Maria Cristina Recchioni, 2020. "Taming financial systemic risk: models, instruments and early warning indicators," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 1-7, January.
- Simone Alfarano & Eva Camacho & Gabriele Tedeschi, 2019. "Alternative approaches for the reformulation of economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(1), pages 1-6, March.
- Viaggiu, Stefano & Lionetto, Andrea & Bargigli, Leonardo & Longo, Michele, 2012.
"Statistical ensembles for money and debt,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4839-4849.
See citations under working paper version above.
- Stefano Viaggiu & Andrea Lionetto & Leonardo Bargigli & Michele Longo, 2011. "Statistical ensembles for money and debt," Papers 1109.0891, arXiv.org, revised Jul 2012.
- Bargigli, Leonardo & Gallegati, Mauro, 2011.
"Random digraphs with given expected degree sequences: A model for economic networks,"
Journal of Economic Behavior & Organization, Elsevier, vol. 78(3), pages 396-411, May.
- Mauro Gallegati, 2011. "Random Digraphs with Given Expected Degree Sequences: A Model for Economic Networks," Post-Print hal-00989518, HAL.
Cited by:
- Orlando Gomes, 2017. "Heterogeneous wage setting and endogenous macro volatility," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 27-57, April.
- L. Bargigli & G. di Iasio & L. Infante & F. Lillo & F. Pierobon, 2015.
"The multiplex structure of interbank networks,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 673-691, April.
- Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2013. "The multiplex structure of interbank networks," Papers 1311.4798, arXiv.org.
- Leonardo Bargigli & Giovanni Di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2013. "The Multiplex Structure of Interbank Networks," Working Papers - Economics wp2013_26.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Bargigli, Leonardo & Gallegati, Mauro, 2013.
"Finding communities in credit networks,"
Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 7, pages 1-39.
- Bargigli, Leonardo & Gallegati, Mauro, 2012. "Finding communities in credit networks," Economics Discussion Papers 2012-41, Kiel Institute for the World Economy (IfW).
- Leonardo Bargigli, 2013. "Statistical Equilibrium Models for Sparse Economic Networks," Working Papers - Economics wp2013_25.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio, 2015. "Towards a credit network based early warning indicator for crises," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 78-97.
- Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2016.
"Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model,"
Working Papers - Economics
wp2016_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2020. "Network calibration and metamodeling of a financial accelerator agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 413-440, April.
- Isaiah Hull & Or Sattath & Eleni Diamanti & Goran Wendin, 2020.
"Quantum Technology for Economists,"
Papers
2012.04473, arXiv.org, revised Jan 2021.
- Hull, Isaiah & Sattath, Or & Diamanti, Eleni & Wendin, Göran, 2020. "Quantum Technology for Economists," Working Paper Series 398, Sveriges Riksbank (Central Bank of Sweden).
- Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2015. "Interbank markets and multiplex networks: centrality measures and statistical null models," Papers 1501.05751, arXiv.org.
- Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2011.
"Null Models of Economic Networks: The Case of the World Trade Web,"
LEM Papers Series
2011/26, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2013. "Null models of economic networks: the case of the world trade web," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 75-107, April.
- Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2011. "Null Models of Economic Networks: The Case of the World Trade Web," Papers 1112.2895, arXiv.org, revised Sep 2012.
- Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-NET: Network Economics (5) 2006-03-05 2012-09-09 2014-01-10 2014-01-10 2015-01-26. Author is listed
- NEP-BAN: Banking (3) 2012-09-09 2013-11-29 2014-01-10
- NEP-CMP: Computational Economics (3) 2006-03-05 2012-09-09 2016-03-23
- NEP-MST: Market Microstructure (3) 2019-01-28 2020-06-15 2020-11-30
- NEP-HME: Heterodox Microeconomics (2) 2015-01-26 2016-03-23
- NEP-ORE: Operations Research (2) 2020-06-15 2020-11-30
- NEP-CBA: Central Banking (1) 2012-09-09
- NEP-ECM: Econometrics (1) 2014-01-10
- NEP-ETS: Econometric Time Series (1) 2020-11-30
- NEP-HIS: Business, Economic & Financial History (1) 2015-01-26
- NEP-INO: Innovation (1) 2006-03-05
- NEP-MAC: Macroeconomics (1) 2014-01-10
- NEP-MON: Monetary Economics (1) 2011-09-16
- NEP-RMG: Risk Management (1) 2012-09-09
- NEP-TID: Technology & Industrial Dynamics (1) 2006-03-05
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