עקוב אחר
gabriele tedeschi
gabriele tedeschi
Professor at University Jaume I.
כתובת אימייל מאומתת בדומיין uji.es
כותרת
צוטט על ידי
צוטט על ידי
שנה
Systemic risk on different interbank network topologies
S Lenzu, G Tedeschi
Physica A: Statistical Mechanics and its Applications 391 (18), 4331-4341, 2012
2122012
Herding effects in order driven markets: The rise and fall of gurus
G Tedeschi, G Iori, M Gallegati
Journal of Economic Behavior & Organization 81 (1), 82-96, 2012
1342012
Bankruptcy cascades in interbank markets
G Tedeschi, A Mazloumian, M Gallegati, D Helbing
PloS one 7 (12), e52749, 2012
962012
A calibration procedure for analyzing stock price dynamics in an agent-based framework
MC Recchioni, G Tedeschi, M Gallegati
Journal of Economic Dynamics and Control 60, 1-25, 2015
902015
Markets connectivity and financial contagion
R Grilli, G Tedeschi, M Gallegati
Journal of Economic Interaction and Coordination 10, 287-304, 2015
792015
The role of communication and imitation in limit order markets
G Tedeschi, G Iori, M Gallegati
The European Physical Journal B 71, 489-497, 2009
582009
Bank interlinkages and macroeconomic stability
R Grilli, G Tedeschi, M Gallegati
International Review of Economics & Finance 34, 72-88, 2014
572014
Interaction in agent-based economics: A survey on the network approach
L Bargigli, G Tedeschi
Physica A: Statistical Mechanics and its Applications 399, 1-15, 2014
472014
From banks' strategies to financial (in) stability
S Berardi, G Tedeschi
International Review of Economics & Finance 47, 255-272, 2017
452017
The dynamic of innovation networks: a switching model on technological change
G Tedeschi, S Vitali, M Gallegati
Journal of Evolutionary Economics 24, 817-834, 2014
322014
The impact of classes of innovators on technology, financial fragility, and economic growth
S Vitali, G Tedeschi, M Gallegati
Industrial and Corporate Change; doi:10.1093/icc/dtt024, 1-23, 2013
272013
Major trends in agent-based economics
L Bargigli, G Tedeschi
Journal of Economic Interaction and Coordination 8, 211-217, 2013
222013
An agent based model of switching: the case of Boulogne s/mer fish market
S Mignot, G Tedeschi, A Vignes
Journal of Artificial Societies and Social Simulation 15 (2), 189-229, 2012
222012
Bitcoin: Bubble that bursts or Gold that glitters?
R Caferra, G Tedeschi, A Morone
Economics Letters 205, 109942, 2021
212021
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model
MC Recchioni, Y Sun, G Tedeschi
Quantitative finance 17 (8), 1257-1275, 2017
202017
Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks
R Grilli, G Tedeschi, M Gallegati
Journal of Economic Dynamics and Control 114, 103863, 2020
182020
From bond yield to macroeconomic instability: A parsimonious affine model
MC Recchioni, G Tedeschi
European Journal of Operational Research 262 (3), 1116-1135, 2017
162017
Lost in transactions: The case of the Boulogne s/mer fish market
G Tedeschi, M Gallegati, S Mignot, A Vignes
Physica A: Statistical Mechanics and its Applications 391 (4), 1400-1407, 2012
132012
The Boulogne fish market: the social structure and the role of loyalty
P Cirillo, G Tedeschi, M Gallegati
Applied Economics Letters 19 (11), 1075-1079, 2012
122012
The complete Gaussian kernel in the multi-factor Heston model: Option pricing and implied volatility applications
MC Recchioni, G Iori, G Tedeschi, MS Ouellette
European Journal of Operational Research 293 (1), 336-360, 2021
112021
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מאמרים 1–20