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~isPartOf:"Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Oxford economic papers"
~isPartOf:"Quantitative finance"
~isPartOf:"The economic record : er"
~language:"eng"
~language:"est"
~person:"Bergh, Jeroen C. J. M. van den"
~person:"Brock, William A."
~person:"Heijdra, Ben J."
~person:"Lillo, Fabrizio"
~person:"Mäler, Karl-Göran"
~subject:"Agency theory"
~subject:"Consumer behaviour"
~subject:"Klimawandel"
~subject:"Technischer Fortschritt"
~subject:"Theory"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Congress Report"
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Agency theory
Consumer behaviour
Klimawandel
Technischer Fortschritt
Theory
Theorie
57
Overlapping Generations
10
Overlapping generations
10
Börsenkurs
7
Share price
7
Nachhaltige Entwicklung
6
Sustainable development
6
Environmental economics
5
Estimation
5
Financial crisis
5
Finanzkrise
5
Market microstructure
5
Marktmikrostruktur
5
Schätzung
5
Umweltökonomik
5
Climate change
4
Environment
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Environmental policy
4
Liquidity
4
Liquidität
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Nash equilibrium
4
Nash-Gleichgewicht
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Systemic risk
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Systemrisiko
4
Umwelt
4
Umweltpolitik
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Aging population
3
Alternde Bevölkerung
3
Climate protection
3
Klimaschutz
3
Monopolistic competition
3
Monopolistischer Wettbewerb
3
Portfolio selection
3
Portfolio-Management
3
Schock
3
Securities trading
3
Shock
3
Spillover effect
3
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Arbeitspapier
Article in journal
Conference proceedings
Congress Report
Aufsatz in Zeitschrift
60
Collection of articles of several authors
1
Sammelwerk
1
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Estonian
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Bergh, Jeroen C. J. M. van den
Brock, William A.
Heijdra, Ben J.
Lillo, Fabrizio
Mäler, Karl-Göran
Kort, Peter M.
18
Hommes, Cars H.
17
Ploeg, Frederick van der
16
Withagen, Cees
16
Long, Ngo Van
15
Tol, Richard S. J.
15
Gallegati, Mauro
14
Creedy, John
12
Turnovsky, Stephen J.
12
Westerhoff, Frank H.
12
Xepapadeas, Anastasios
12
Horan, Richard D.
11
Levine, Paul
11
Zeeuw, Aart de
11
Arifovic, Jasmina
10
Hanley, Nick
10
Karp, Larry S.
10
Lai, Ching-chong
10
Tahvonen, Olli
10
Tsur, Yaʿaḳov
10
Wirl, Franz
10
Zemel, Amos
10
Boucekkine, Raouf
9
Chiarella, Carl
9
Dixon, Huw
9
Feichtinger, Gustav
9
Hughes Hallett, Andrew
9
Shogren, Jason F.
9
Aronsson, Thomas
8
Barbier, Edward
8
Chang, Juin-jen
8
Dasgupta, Partha
8
Farmer, J. Doyne
8
He, Xue-zhong
8
Jørgensen, Steffen
8
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
International review of financial analysis
Journal of economic dynamics & control
Oxford economic papers
Quantitative finance
The economic record : er
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
20
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
8
Journal of evolutionary economics : JEE
5
Macroeconomic dynamics
5
Climate policy
4
Journal of economic behavior & organization : JEBO
4
Technological forecasting & social change : an international journal
4
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
4
Economics letters
3
Environment and development economics
3
European economic review : EER
3
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
3
Journal of monetary economics
3
The American economic review
3
The World Bank economic review
3
Annual review of resource economics
2
CCSO working papers : working paper series of the CCSO Center for Economic Research
2
De economist : quarterly review of the Royal Netherlands Economic Association
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
Environment & planning
2
Environmental and resource economics
2
IMF staff papers
2
International economic review
2
International tax and public finance
2
Journal of behavioral and experimental economics
2
Journal of econometrics
2
Journal of environmental economics and policy
2
Journal of institutional and theoretical economics : JITE
2
Journal of mathematical economics
2
Journal of public economics
2
Land economics : applied research on environmental resources
2
Structural change and economic dynamics : SC+ED
2
The economic journal : the journal of the Royal Economic Society
2
The review of economic studies
2
Australian economic papers
1
Brookings papers on economic activity : BPEA
1
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ECONIS (ZBW)
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1
From zero-intelligence to queue-reactive : limit-order-book modeling for high-frequency volatility estimation and optimal execution
Mariotti, Tommaso
;
Lillo, Fabrizio
;
Toscano, Giacomo
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 367-388
Persistent link: https://www.econbiz.de/10014232657
Saved in:
2
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
3
A tale of two sentiment scales : disentangling short-run and long-run components in multivariate sentiment dynamics
Vassallo, Danilo
;
Bormetti, Giacomo
;
Lillo, Fabrizio
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2237-2255
Persistent link: https://www.econbiz.de/10013490941
Saved in:
4
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages
Mazzarisi, Piero
;
Zaoli, Silvia
;
Campajola, Carlo
; …
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504161
Saved in:
5
Unveiling the relation between herding and liquidity with trader lead-lag networks
Campajola, Carlo
;
Lillo, Fabrizio
;
Tantari, Daniele
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1765-1778
Persistent link: https://www.econbiz.de/10012313511
Saved in:
6
Regional climate change policy under positive feedbacks and strategic interactions
Brock, William A.
;
Xepapadeas, Anastasios
- In:
Environmental & resource economics : the official …
72
(
2019
)
1
,
pp. 51-75
Persistent link: https://www.econbiz.de/10012130135
Saved in:
7
Wright meets Markowitz : how standard portfolio theory changes when assets are technologies following experience curves
Way, Rupert
;
Lafond, François
;
Lillo, Fabrizio
; …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 211-238
Persistent link: https://www.econbiz.de/10012131054
Saved in:
8
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
Di Gangi, Domenico
;
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 117-141
Persistent link: https://www.econbiz.de/10012004377
Saved in:
9
Linear models for the impact of order flow on prices, I.: History dependent impact models
Taranto, Damian Eduardo
;
Bormetti, Giacomo
;
Bouchaud, …
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 903-915
Persistent link: https://www.econbiz.de/10011910928
Saved in:
10
Linear models for the impact of order flow on prices, II.: The Mixture Transition Distribution model
Taranto, Damian Eduardo
;
Bormetti, Giacomo
;
Bouchaud, …
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 917-931
Persistent link: https://www.econbiz.de/10011910934
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