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Items where Author is "Giansante, S"

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Number of items: 5.


Markose, SM and Giansante, S and Rais Shaghaghi, A (2017) 'A systemic risk assessment of OTC derivatives reforms and skin-in-the-game for CCPs.' Financial Stability Review, 21. 111 - 126.

Markose, S and Giansante, S and Shaghaghi, AR (2012) ''Too interconnected to fail' financial network of US CDS market: Topological fragility and systemic risk.' Journal of Economic Behavior and Organization, 83 (3). 627 - 646. ISSN 0167-2681

Kirman, A and Markose, S and Giansante, S and Pin, P (2007) 'Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks.' Journal of Economic Dynamics and Control, 31 (6). 2085 - 2107. ISSN 0165-1889

Book Section

Markose, SM and Oluwasegun, B and Giansante, S (2015) 'Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): Regulatory capital arbitrage, negative CDS carry trade, and systemic risk analysis.' In: UNSPECIFIED, (ed.) Banking, Finance, and Accounting: Concepts, Methodologies, Tools, and Applications. UNSPECIFIED, 561 - 590. ISBN 9781466662681, 1466662689

Markose, SM and Oluwasegun, B and Giansante, S (2012) 'Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO).' In: Alexandrova-Kabadjova, B and Martinez-Jaramillo, S and Garcia-Almanza, AL and Tsang, E, (eds.) Simulation in Computational Finance and Economics. Advances in Finance, Accounting, and Economics (AFAE) . IGI Global, 225 - 254. ISBN 9781466620117

This list was generated on Sat Aug 8 18:06:35 2020 BST.