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~isPartOf:"Journal of economic dynamics & control"
~person:"Lillo, Fabrizio"
~subject:"Finanzkrise"
~subject:"Theory"
~subject:"World"
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Lillo, Fabrizio
Westerhoff, Frank H.
9
Kollmann, Robert
8
Gallegati, Mauro
7
He, Xue-zhong
7
Lux, Thomas
6
Chiarella, Carl
5
Farmer, J. Doyne
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Hommes, Cars H.
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3
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3
Faia, Ester
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Hanaki, Nobuyuki
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Li, Duan
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Marsili, Matteo
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Matsuoka, Tarishi
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Schenk-Hoppé, Klaus Reiner
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3
Zwinkels, Remco C. J.
3
Agénor, Pierre-Richard
2
Akiyama, Eizo
2
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Journal of economic dynamics & control
Quantitative finance
7
The complex dynamics of economic interaction : essays in economics and econophysics
2
Handbook of financial markets : dynamics and evolution
1
Journal of financial stability
1
Methods and finance : a unifying view on finance, mathematics and philosophy
1
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ECONIS (ZBW)
5
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1
The impact of systemic and illiquidity risk on financing with risky collateral
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 180-202
Persistent link: https://www.econbiz.de/10010486947
Saved in:
2
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:
3
Why is equity order flow so persistent?
Tóth, Bence
;
Palit, Imon
;
Lillo, Fabrizio
;
Farmer, J. Doyne
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 218-239
Persistent link: https://www.econbiz.de/10011474393
Saved in:
4
When panic makes you blind : a chaotic route to systemic risk
Mazzarisi, Piero
;
Lillo, Fabrizio
;
Marmi, Stefano
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 176-199
Persistent link: https://www.econbiz.de/10012130963
Saved in:
5
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:
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