Zobrazeno 1 - 10
of 56
pro vyhledávání: '"Bargigli, Leonardo"'
Autor:
Bargigli, Leonardo, Cifarelli, Giulio
Publikováno v:
Journal of Financial Econometrics; Fall2024, Vol. 22 Issue 4, p773-807, 35p
Autor:
Bargigli, Leonardo, Pietrini, Filippo
Publikováno v:
Journal of Economic Interaction & Coordination; Oct2024, Vol. 19 Issue 4, p807-829, 23p
The interbank market is considered one of the most important channels of contagion. Its network representation, where banks and claims/obligations are represented by nodes and links (respectively), has received a lot of attention in the recent theore
Externí odkaz:
http://arxiv.org/abs/1501.05751
The interbank market has a natural multiplex network representation. We employ a unique database of supervisory reports of Italian banks to the Banca d'Italia that includes all bilateral exposures broken down by maturity and by the secured and unsecu
Externí odkaz:
http://arxiv.org/abs/1311.4798
Publikováno v:
J. Stat. Phys. (2016)
We represent an exchange economy in terms of statistical ensembles for complex networks by introducing the concept of market configuration. This is defined as a sequence of nonnegative discrete random variables $\{w_{ij}\}$ describing the flow of a g
Externí odkaz:
http://arxiv.org/abs/1307.0817
Publikováno v:
Physica A 391/21 (2012), pp. 4839-4849
We build a statistical ensemble representation of two economic models describing respectively, in simplified terms, a payment system and a credit market. To this purpose we adopt the Boltzmann-Gibbs distribution where the role of the Hamiltonian is t
Externí odkaz:
http://arxiv.org/abs/1109.0891
Akademický článek
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Publikováno v:
In Journal of Economic Behavior and Organization March 2014 99:109-125
Publikováno v:
Science, 2008 Mar . 319(5870), 1615-1615.
Externí odkaz:
https://www.jstor.org/stable/20053612
Autor:
Bargigli, Leonardo, Gallegati, Mauro
Publikováno v:
In Journal of Economic Behavior and Organization 2011 78(3):396-411