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From banks' strategies to financial (in)stability
Berardi, Simone; Tedeschi, Gabriele - In: International review of economics & finance : IREF 47 (2017), pp. 255-272
Persistent link: https://www.econbiz.de/10011740155
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From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina; Tedeschi, Gabriele - In: European journal of operational research : EJOR 262 (2017) 3, pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
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Herding effects in order driven markets : the rise and fall of gurus
Tedeschi, Gabriele; Iori, Giulia; Gallegati, Mauro - In: Journal of economic behavior & organization : JEBO 81 (2012) 1, pp. 82-96
Persistent link: https://www.econbiz.de/10009505596
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The Boulogne fish market : the social structure and the role of loyalty
Cirillo, Pasquale; Tedeschi, Gabriele; Gallegati, Mauro - In: Applied economics letters 19 (2012) 10/12, pp. 1075-1079
Persistent link: https://www.econbiz.de/10009655660
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The impact of classes of innovators on technology, financial fragility, and economic growth
Vitali, Stefania; Tedeschi, Gabriele; Gallegati, Mauro - In: Industrial and corporate change 22 (2013) 4, pp. 1069-1091
Persistent link: https://www.econbiz.de/10009790170
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Major trends in agent-based economics : editorial
Bargigli, Leonardo; Tedeschi, Gabriele - In: Journal of economic interaction and coordination : JEIC 8 (2013) 2, pp. 211-217
Persistent link: https://www.econbiz.de/10010195730
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Reinforcement learning policy recommendation for interbank network stability
Brini, Alessio; Tedeschi, Gabriele; Tantari, Daniele - In: Journal of financial stability 67 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014455429
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The impact of classes of innovators on technology, financial fragility, and economic growth
Vitali, Stefania; Tedeschi, Gabriele; Gallegati, Mauro - In: Industrial and corporate change 22 (2013) 4, pp. 1069-1068
Persistent link: https://www.econbiz.de/10010155517
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Major trends in agent-based economics
Bargigli, Leonardo; Tedeschi, Gabriele - In: Journal of economic interaction and coordination : JEIC 8 (2013) 2, pp. 211-217
Persistent link: https://www.econbiz.de/10010183231
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From Bond Yield to Macroeconomic Instability : The Effect of Negative Interest Rates
Recchioni, Maria Cristina - 2016
We present a hybrid Heston model with a local stochastic volatility to describe government bond yield dynamics. The model is analytically tractable and, therefore, can be efficiently estimated using the maximum likelihood approach. Twofold is the model contribution. First, it captures changes in...
Persistent link: https://www.econbiz.de/10012993175