Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Mario Eboli"'
Publikováno v:
Applied Economics. 53:2693-2712
We study the administrative behaviour of a sample of Italian municipalities dismissed by the Government because of mafia infiltrations, looking at their balance-sheet data. Using linear discriminan...
Linearities, Non-Linearities and Phase Transitions in Loss Diffusion Processes in Financial Networks
Autor:
Mario Eboli
Publikováno v:
Nonlinear Phenomena in Complex Systems. 23:207-211
Banks and financial institutions are linked by financial obligations that form complex networks. These networks serve risk sharing purposes and become channels of contagion in the event of liquidity and insolvency shocks. The consequent processes of
This paper studies the effects that connectivity and centralisation have on the response of interbank networks to external shocks that generate phenomena of default contagion. We run numerical simulations of contagion processes on randomly generated
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0709865698c4992b3d2f79190fce31a4
https://hdl.handle.net/10278/5012661
https://hdl.handle.net/10278/5012661
Autor:
Mario Eboli
Publikováno v:
Journal of Economic Dynamics and Control. 103:205-233
In this study we represent a financial system as a flow network and model the process of direct balance-sheet contagion as a flow of losses crossing such a network. In establishing the necessary and sufficient conditions for the uniqueness of this fl
Autor:
Andrea Toto, Mario Eboli
The extensive use of trade credit in all manufacturing sectors, despite its high cost, is an apparent puzzle that economists explain in terms of asymmetric information problems affecting financial markets. The financial constraints arising from credi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e5c1cfdaa950328609122dc574898c19
Autor:
Mario Eboli, Fabio Castiglionesi
Publikováno v:
Review of Finance, 22(4), 1291-1334. OXFORD UNIV PRESS INC
This article characterizes the interbank deposit network as a flow network that is able to channel liquidity flows among banks. These flows are beneficial, allowing banks to cope with liquidity risk. First, we analyze the efficiency of three network
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d9006a2d61a63fabb36a5f438761e802
https://research.tilburguniversity.edu/en/publications/144dca58-b340-4676-a8f6-f6afe51eab47
https://research.tilburguniversity.edu/en/publications/144dca58-b340-4676-a8f6-f6afe51eab47
Autor:
Mario Eboli
Publikováno v:
Quality & Quantity. 49:1559-1571
This paper puts forward a comparison of the performance of sparsely and densely connected social networks in promoting the diffusion of innovations of uncertain profitability. To this end, we use a threshold model of innovation diffusion, based on a
Autor:
Mario Eboli
Publikováno v:
International Journal of Intelligent Systems. 25:237-252
Autor:
Mario Eboli
Publikováno v:
Journal of Management and Governance. 8:431-435
Autor:
Mario Eboli
Publikováno v:
Computational Economics. 21:87-105
This work examines then computational cost of processing the information required by Bayesian updating of beliefs. The standard statistical approach adopted by economists, restricted to the exponential family, ignores these computational aspects. To