Zobrazeno 1 - 10
of 28
pro vyhledávání: '"Leonardo Bargigli"'
Autor:
Leonardo Bargigli, Mauro Gallegati
Publikováno v:
Economics: Journal Articles (2013)
Externí odkaz:
https://doaj.org/article/25851a3d087743b8808e8ae4312a31ef
Autor:
Leonardo Bargigli, Mauro Gallegati
Publikováno v:
Economics: Journal Articles (2012)
Externí odkaz:
https://doaj.org/article/9750444e14c8495183685dc30351b64d
Autor:
Leonardo Bargigli, Giulio Cifarelli
Publikováno v:
Journal of Financial Econometrics.
We study two sources of heteroscedasticity in high-frequency financial data and estimate their contribution to overall volatility by means of a Markov switching (MS) structural VAR model. We achieve identification for all coefficients by assuming tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2f880c7c693a0eb6b6ab2abc5d202c2e
https://doi.org/10.1093/jjfinec/nbad008
https://doi.org/10.1093/jjfinec/nbad008
Autor:
Giorgio Ricchiuti, Leonardo Bargigli
Publikováno v:
Advances in Complex Systems. 25
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e930c3f9a283c42d78b4d228a9be0524
https://doi.org/10.1142/s0219525922020015
https://doi.org/10.1142/s0219525922020015
Publikováno v:
Repositori Universitat Jaume I
Universitat Jaume I
Universitat Jaume I
We introduce a simple financially constrained production framework in which heterogeneous firms and banks maintain multiple credit connections. The parameters of credit market interaction are estimated from real data in order to reproduce a set of em
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ea857807b1cce3b175d9bcd364dfd07c
https://doi.org/10.1007/s11403-018-0217-8
https://doi.org/10.1007/s11403-018-0217-8
Autor:
Nicola, Acocella, Giuseppe, Amari, Roberta, Arbolino, Amedeo, Argentiero, Simona, Balzano, Leonardo, Bargigli, Fabio, Berton, Annaflavia, Bianchi, Maria Luisa Bianco, Paolo, Borioni, Emiliano, Brancaccio, Paolo, Brunori, Rosaria Rita Canale, Enza, Caruso, Domenico, Cersosimo, Sergio, Cesaratto, Roberto, Ciccone, Carlo, Clericetti, Bruno, Contini, Paola, Corbo, Massimo, D’Antoni, Marco, Dani, Claudio De Fiores, Marina Di Giacinto, Amedeo Di Maio, Giovanni, Dosi, Sebastiano, Fadda, Stefano, Figuera, Guglielmo Forges Davanzati, Andrea, Fumagalli, Mauro, Gallegati, Giorgio, Gattei, Claudio, Gnesutta, Enrico, Grazzini, Guazzarotti, Andrea, Carlo, Iannello, Antonino, Iero, Roberto, Leombruni, Riccardo, Leoncini, Riccardo, Leoni, Enrico Sergio Levrero, Stefano, Lucarelli, Ugo, Marani, Mazzanti, Massimiliano, Guido, Ortona, Andrea, Pacella, Lia, Pacelli, Walter, Palmieri, Luigi, Pandolfi, Valentino, Parisi, Sergio, Parrinello, Silvia, Pasqua, Gabriele, Pastrello, Anna, Pettini, Paolo, Piacentini, Pini, Paolo, Paolo, Polinori, Lionello Franco Punzo, Riccardo, Realfonzo, Andrea, Ricci, Enrico, Saltari, Fiammetta, Salmoni, Francesco, Scacciati, Francesco Maria Scanni, Roberto, Schiattarella, Alessandro, Somma, Marcello, Spanò, Antonella, Stirati, Giuseppe, Tattara, Mario, Tiberi, Leonello, Tronti, Domenica, Tropeano, Enzo, Valentini, Vincenzo, Valori, Anna Maria Variato, Andrea, Ventura, Luca, Vota, Gennaro, Zezza, Marco, Goldoni, Marco Veronese Passarella
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3709::583bbca5cf2a7274796505b3aeaa8f39
https://hdl.handle.net/11392/2426083
https://hdl.handle.net/11392/2426083
Autor:
Leonardo Bargigli, Giulio Cifarelli
Publikováno v:
SSRN Electronic Journal.
We assume that the variations of the exchange rate depend on the current net demand of the base currency as a consequence of market making, and that the current net demand of the base currency depends on current and past variations of the exchange ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1d94785717a47a66810356678aa7528c
https://doi.org/10.2139/ssrn.3568786
https://doi.org/10.2139/ssrn.3568786
Autor:
Leonardo Bargigli
I introduce an optimizing monopolistic market maker in an otherwise standard setting a la Brock and Hommes (J Econ Dyn Control 22(8–9):1235–1274, 1998) (BH98). The market maker sets the price of a zero-yielding asset taking advantage of her knowl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d84b46d68a2ffe135d778b49801e61a5
http://hdl.handle.net/2158/1184517
http://hdl.handle.net/2158/1184517
Autor:
Renato Giannetti, Leonardo Bargigli
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 494:367-379
We study the Italian network of boards in four benchmark years covering different decades, when important economic structural shifts occurred. We find that the latter did not significantly disturb its structure as a small world. At the same time, we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f61d411c170ac540035cb6f95806381b
https://doi.org/10.1016/j.physa.2017.12.016
https://doi.org/10.1016/j.physa.2017.12.016
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