Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Giovanni di Iasio"'
Autor:
Giovanni di Iasio, Spyros Alogoskoufis, Simon Kordel, Dominika Kryczka, Giulio Nicoletti, Nicholas Vause
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a4b79c7e0fd7f24dcb5355285025d99b
https://doi.org/10.2139/ssrn.4109491
https://doi.org/10.2139/ssrn.4109491
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9fea5a3e97c099afdbd42a6e33ece9fc
https://doi.org/10.2139/ssrn.4180011
https://doi.org/10.2139/ssrn.4180011
Autor:
Giovanni di Iasio, Dominika Kryczka
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e3c66ba4ba72e14b87e9a1514bf99d25
https://doi.org/10.2139/ssrn.3841554
https://doi.org/10.2139/ssrn.3841554
Autor:
Katarzyna Barbara Budnik, Mirco Balatti, Giovanni Covi, Ivan Dimitrov, Johannes Groß, Ib Hansen, Michael Kleemann, Tomas Reichenbachas, Francesco Sanna, Andrei Sarychev, Nadežda Siņenko, Matjaz Volk, Katharina Cera, Giovanni di Iasio, Margherita Giuzio, Harun Mirza, Diego Moccero, Giulio Nicoletti, Cosimo Pancaro, Spyros Palligkinis
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a68c36e1eac1046e63523a65829096da
https://doi.org/10.2139/ssrn.3414174
https://doi.org/10.2139/ssrn.3414174
Publikováno v:
Understanding Complex Systems ISBN: 9783319239453
The interbank market is considered one of the most important channels 6 of contagion. Its network representation, where banks and claims/obligations are 7 represented by nodes and links (respectively), has received a lot of attention in 8 the recent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bcf04e54fd2c8f35de00b8325baa6f53
https://hdl.handle.net/11384/62927
https://hdl.handle.net/11384/62927
Autor:
Giovanni di Iasio, Zoltan Pozsar
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c66e92ad4d9a2573f168de9077c63239
https://doi.org/10.2139/ssrn.3723407
https://doi.org/10.2139/ssrn.3723407
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:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d36c4d1c60bcb7be754bee6ce344ab85
http://arxiv.org/abs/1501.05751
http://arxiv.org/abs/1501.05751
This special issue of Quantitative Finance collects eight papers on the relation between interlinkages and systemic risk. The papers cover several types of interlinkages and follow different approaches, from agent-based modelling to empirical investi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ac6c1e73bae880ec94476e422ecc00cc
http://hdl.handle.net/11585/597094
http://hdl.handle.net/11585/597094
Autor:
Giovanni di Iasio, Zoltan Pozsar
Publikováno v:
SSRN Electronic Journal.
We build a two-period model a la Holmstrom and Tirole (1998) in which bankers have access to a shadow banking technology which allows to liquefy partially illiquid investment projects (e.g. mortgages) and to manufacture shadow collateral (e.g. MBS).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ad11fce861f8e596e9aa7ad5b035d55c
https://doi.org/10.2139/ssrn.2610093
https://doi.org/10.2139/ssrn.2610093
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:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cb47bdf0c92b4469ead4aa1d217e8fe1
https://hdl.handle.net/11384/60299
https://hdl.handle.net/11384/60299