Items where Author is "Giansante, Simone"

Article

Markose, Sheri and Giansante, Simone and Eterovic, Nicolas A and Gatkowski, Mateusz (2023) Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods. Annals of Operations Research, 330 (1-2). pp. 691-729. DOI https://doi.org/10.1007/s10479-021-04120-1

Giansante, Simone and Manfredi, Sabato and Markose, Sheri (2023) Fair immunization and network topology of complex financial ecosystems. Physica A: Statistical Mechanics and its Applications, 612. p. 128456. DOI https://doi.org/10.1016/j.physa.2023.128456

Flori, Andrea and Giansante, Simone and Girardone, Claudia and Pammolli, Fabio (2021) Banks' business strategies on the edge of distress. Annals of Operations Research, Online (1-2). pp. 1-50. DOI https://doi.org/10.1007/s10479-019-03383-z

Fatouh, Mahmoud and Markose, Sheri and Giansante, Simone (2021) The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses? Journal of Economic Behavior and Organization, 183. pp. 928-953. DOI https://doi.org/10.1016/j.jebo.2019.02.023

Markose, Sheri and Giansante, Simone and Shaghaghi, Ali Rais (2012) ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk. Journal of Economic Behavior & Organization, 83 (3). pp. 627-646. DOI https://doi.org/10.1016/j.jebo.2012.05.016

Kirman, Alan and Markose, Sheri and Giansante, Simone and Pin, Paolo (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). pp. 2085-2107. DOI https://doi.org/10.1016/j.jedc.2007.01.003

Book Section

Markose, Sheri M and Oluwasegun, Bewaji and Giansante, Simone (2015) Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO). In: Banking, Finance, and Accounting. IGI Global, pp. 561-590. ISBN 9781466662681. Official URL: https://doi.org/10.4018/978-1-4666-6268-1.ch030

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Markose, Sheri and Giansante, Simone and Gatkowski, Mateusz and Shaghaghi, Ali Rais (2010) Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks. [["eprint_typename_scholarly-edition" not defined]]

Markose, Sheri M and Giansante, Simone and Gatkowski, Mateusz and Shaghaghi, Ali Rais (2010) Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks. [["eprint_typename_scholarly-edition" not defined]]