Research Output per year
Research Output
2020
Does quantitative easing boost bank lending to the real economy or cause other bank asset reallocation? The case of the UK
Giansante, S., Fatouh, M. & Ongena, S., 14 Aug 2020, Bank of England, (Staff Working Paper; no. 883).Research output: Working paper
Open Access
2019
Banks' Business Strategies on the Edge of Distress
Flori, A., Giansante, S., Girardone, C. & Pammolli, F., 24 Sep 2019, In : Annals of Operations Research. p. 1-50 50 p.Research output: Contribution to journal › Article
Open Access
The Impact of Quantitative Easing on UK Bank Lending: Why Banks Do Not Lend to Businesses?
Fatouh, M., Markose, S. & Giansante, S., 16 Mar 2019, In : Journal of Economic Behavior and Organization.Research output: Contribution to journal › Article
Open Access
File
2
Downloads
(Pure)
2018
Network-based computational techniques to determine the risk drivers of bank failures during a systemic banking crisis
Krause, A. & Giansante, S., 30 Jun 2018, In : IEEE Transactions on Emerging Topics in Computational Intelligence . 2, 3, p. 174-184 11 p.Research output: Contribution to journal › Article
Open Access
File
91
Downloads
(Pure)
2017
A systemic risk assessment of OTC derivatives reforms and skin‐in‐the‐game for CCPs
Markose, S. M., Giansante, S. & Rais Shaghaghi, A., Apr 2017, In : Financial Stability Review. 21, April 2017, p. 111-126Research output: Contribution to journal › Article
Open Access
Reserve Bank of India - Financial stability Report: Jun 2017: Section IV - Interconnectedness
Giansante, S., Jun 2017, Reserve Bank of India.Research output: Book/Report › Other report
2016
Reserve Bank of India - Financial stability Report: Dec 2016: Section IV - Interconnectedness
Giansante, S., Dec 2016, Reserve Bank of India.Research output: Book/Report › Other report
2014
Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade, and systemic risk analysis
Markose, S. M., Oluwasegun, B. & Giansante, S., 31 Jul 2014, Banking, Finance, and Accounting: Concepts, Methodologies, Tools, and Applications, Vols. 1-3. Hershey, U. S. A.: IGI Global, p. 561-590 30 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
1
Citation
(Scopus)
Reserve Bank of India - Financial Stability Report: June 2011
Giansante, S., 1 Jun 2014, Network Analysis. Reserve Bank of India, p. 61 63 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open Access
File
55
Downloads
(Pure)
2013
Reserve Bank of India - Financial Stability Report: June 2013
Giansante, S., 1 Jun 2013, Network Analysis. Reserve Bank of India, p. 20 23 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open Access
File
45
Downloads
(Pure)
Reserve Bank of India - Financial Stability Report: December 2013
Giansante, S., Dec 2013, Network Analysis. Reserve Bank of India, p. 23 26 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open Access
File
42
Downloads
(Pure)
2012
`Too interconnected to fail' financial network of US CDS market: Topological fragility and systemic risk
Markose, S., Giansante, S. & Shaghaghi, A. R., 1 Aug 2012, In : Journal of Economic Behavior and Organization. 83, 3, p. 627–646 20 p.Research output: Contribution to journal › Article
Open Access
File
109
Citations
(Scopus)
212
Downloads
(Pure)
Interbank lending and the spread of bank failures: a network model of systemic risk
Krause, A. & Giansante, S., 1 Aug 2012, In : Journal of Economic Behavior and Organization. 83, 3, p. 583– 608 26 p.Research output: Contribution to journal › Article
Open Access
File
71
Citations
(Scopus)
281
Downloads
(Pure)
Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis
Sheri, M., Bewaji, O. & Giansante, S., Aug 2012, Simulation in Computational Finance and Economics: Tools and Emerging Applications. Alexandrova-Kabadjova, B., Martinez-Jaramillo, S., Garcia-Almanza, L. & Tsang, E. (eds.). IGI GlobalResearch output: Chapter in Book/Report/Conference proceeding › Chapter
Reserve Bank of India - Financial Stability Report: June 2012
Giansante, S., Jun 2012, Network Analysis. Reserve Bank of India, p. 54 58 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open Access
File
53
Downloads
(Pure)
Reserve Bank of India - Financial Stability Report: December 2012
Giansante, S., 1 Dec 2012, Network Analysis. Reserve Bank of India, p. 23 28 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open Access
File
42
Downloads
(Pure)
Structural contagion and vulnerability to unexpected liquidity shortfalls
Giansante, S., Chiarella, C., Sordi, S. & Vercelli, A., Aug 2012, In : Journal of Economic Behavior and Organization. 83, 3, p. 558–569Research output: Contribution to journal › Article
Open Access
File
9
Citations
(Scopus)
149
Downloads
(Pure)
2011
Reserve Bank of India - Financial Stability Report: December 2011
Giansante, S., 1 Dec 2011, Network Analysis. Reserve Bank of India, p. 58 71 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open Access
File
52
Downloads
(Pure)
2010
Emergence of networks in large value payment systems: Working Paper No.1/2010
Galbiati, M. & Giansante, S., 2010, Siena, Italy: Department of Economic Policy, Finance and Development, University of Siena.Research output: Working paper
Emergence of tiering in large value payment systems: Bank of England working paper no.399
Adams, M., Galbiati, M. & Giansante, S., 2010, London, U. K.: Bank of England.Research output: Working paper
Financial fragility and interacting units: an exercise
Charella, C., Giansante, S., Sordi, S. & Vercelli, A., 2010, Decision theory and choice: A complexity approach. Faggini, M. & Vinci, C. P. (eds.). Milan: Springer, Vol. Part II. p. 117-126 (New Economic Windows ).Research output: Chapter in Book/Report/Conference proceeding › Chapter
Recent advances in modelling systemic risk using network analysis - ECB
Giansante, S., 1 Jan 2010, The CDS Network. p. 11 13 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
File
47
Downloads
(Pure)
2009
Agent-based economic (ACE) modelling of payments media: emergence of monetary exchange, banking, large value payment and settlement systems
Giansante, S., 2009, (Unpublished)Research output: Thesis › Doctoral Thesis
2008
Emergence of tiering in large value payment systems: CCFEA working paper WP027-08
Adams, M., Galbiati, M. & Giansante, S., Sep 2008, U. K.: Centre for Computational Finance and Economic Agents (CCFEA), University of Essex, (CCFEA Working Paper Series; vol. WP027-08).Research output: Working paper
2007
Marginal contribution, reciprocity and equity in segregated groups: bounded rationality and self-organization in social networks
Kirman, A., Markose, S., Giansante, S. & Pin, P., Jun 2007, In : Journal of Economic Dynamics and Control. 31, 6, p. 2085-2107Research output: Contribution to journal › Article
13
Citations
(Scopus)
Middlemen in self-organized monetary economies
Giansante, S., 2007, Proceedings of the 13th International Conference on Computing in Economics and Finance. Montreal, CanadaResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
Network formation and intermediation of exchanges
Giansante, S. & Garlaschelli, D., 2007, Proceedings of Econophysics Colloquium and Beyond, 2007. ItalyResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
Social networks and medium of exchange
Giansante, S., 2007, Proceedings of the Eastern Economic Association Conference, 2007. U. S. A.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
The grass is always greener on the other side of the fence: the effect of misperceived signalling in a network formation process
Giansante, S., Kirman, A., Markose, S. & Pin, P., Aug 2007, Artificial Markets Modeling: Methods and Applications. Consiglio, A. (ed.). Springer, p. 223-236 (Lecture Notes in Economics and Mathematical Systems; vol. 599).Research output: Chapter in Book/Report/Conference proceeding › Chapter
1
Citation
(Scopus)
2006
Endogenous retrain mechanism in the JavaSwarm Santa Fe Artificial Stock Market
Giansante, S., 2006, Proceedings of the III Workshop Italiano di Vita Artificiale, 2006. Acerbi, A., Giansante, S. & Marocco, M. (eds.). Siena, ItalyResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
Fair wage-effort hypothesis in an artificial labour market
Giansante, S. & Nosenzo, D., 2006, Proceedings of the III Workshop Itaiano di Vita Artificiale, 2006. Acerbi, A., Giansante, S. & Marocco, M. (eds.). Siena, ItalyResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
La dinamica dei prezzi in mercati asimmetrici
Cecconi, F., Parisi, D. & Giansante, S., 2006, (Unpublished) Proceedings of the III Workshop Italiano di Vita Artificiale,2006. Acerbi, A., Giansante, S. & Marocco, M. (eds.). Siena, ItalyResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
2005
Dal abratto alla moneta: un modello di vita artificiale
Giansante, S. & Parisi, D., 2005, Atti del II Workshop Italiano di Vita Artificiale,2005. Baldassarre, G., Marocco, M. & Mirolli, M. (eds.). Rome, ItalyResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
Simulazioni ad agenti in problemi finanziari: un modello di vita artificiale
Cecconi, F. & Giansante, S., 2005, Atti del II Workshop Italiano di Vita Artificiale,2005. Baldassarre, G., Marocco, M. & Mirolli, M. (eds.). Rome, ItalyResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
2004
La teoria della razionata' limitata applicata alle scelte economico-giuridiche nell'ottica delle scienze cognitive
Giansante, S., Sep 2004, In : i-lex. 1, 1, p. 45-84 40 p.Research output: Contribution to journal › Article