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Research Output 2004 2019

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Article
Article
95 Citations (Scopus)
125 Downloads (Pure)

`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 journalArticle

Open Access
File
Systemic risk
Financial networks
Credit default swaps
Fragility
Clustering

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. 111-126

Research output: Contribution to journalArticle

Open Access
Systemic risk
Risk assessment
Derivatives
Margin
Penetration

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 journalArticle

Open Access
66 Citations (Scopus)
189 Downloads (Pure)
Open Access
File
Systemic risk
Lending
Network model
Bank failure
Banking system

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 journalArticle

13 Citations (Scopus)

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. 2085-2107

Research output: Contribution to journalArticle

Marginal contribution
Social networks
Bounded rationality
Self-organization
Equity
57 Downloads (Pure)
Open Access
File
Computational techniques
Banking crisis
Bank failure
Market concentration
Solvency
9 Citations (Scopus)
77 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. 558–569

Research output: Contribution to journalArticle

Open Access
File
Liquidity
Contagion
Vulnerability
Economics
Systemic risk