Pubblicazioni

Grilli, R., Tedeschi, G., and Gallegati, M., (2020). Business fluctuations in a behavioral switching model: gridlock effects and credit crunch phenomena in nancial networks. Journal of Economic Dynamics and Control, https://doi.org/10.1016/j.jedc.2020.103863.

 

Tedeschi, G., Caccioli, F., and Recchioni, M.C., (2020). Taming financial systemic risk: models, instruments and early warning indicators. Journal of Economic Interaction and Coordination 15:1-7, https://doi.org/10.1007/s11403-019-00278-x.

 

Vidal-Tomas, D., Tedeschi, G., Ripolles, J., (2019). The desertion of rich countries and the mutual support of the poor ones: Preferential lending agreements among the PIGS. Finance Research Letters, https://doi.org/10.1016/j.frl.2019.08.003.

 

Tedeschi, G., Recchioni, MC., Berardi, S., (2019). An approach to identifying micro behavior: How banks’ strategies influence financial cycles. Journal of Economic Behavior and Organization. https://doi.org/10.1016/j.jebo.2018.12.022.

 

Alfarano, S., Camacho, E., Tedeschi, G., (2019). Alternative approaches for the reformulation of economics. Journal of Economic Interaction and Coordination. https://doi.org/10.1007/s11403-019-00235-8.

 

Recchioni, MC, Tedeschi, G, (2017). From bond yield to macroeconomic instability: a parsimonious affine model. European Journal of Operational Research http://dx.doi.org/10.1016/j.ejor.2017.04.042.

 

Recchioni, MC., Sun, Y and Tedeschi, G., (2017). Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model. Quantitative Finance, 1-19.

 

Berardi, S., Tedeschi, G., (2017). From banks’ strategies to financial (in)stability. International Review of Economics & Finance 47, 255-272.

 

Recchioni, MC., Tedeschi, G., Gallegati, M. (2015). A calibration procedure for analyzing stock price dynamics in an Agent-based frame-work. Journal of Economic Dynamic and control 60, 1-25.

 

R. Grilli, G. Tedeschi and M. Gallegati (2014). Network approach for detecting macroeconomic instability. IEEE, 440-446. DOI: 10.1109/SITIS.2014.96

 

R. Grilli, G. Tedeschi and M. Gallegati (2014). Bank interlinkages and Macroeconomic stability. International Review of Economics and Finance, 34, 72-88.

 

G. Tedeschi, S. Vitali & M. Gallegati (2014) The dynamic of innovation networks: a switching model on technological change. Journal of Evolutionary Economics DOI 10.1007/s00191-014-0374-4.

 

R. Grilli, G. Tedeschi & M. Gallegati (2014). Markets connectivity and nancial contagion. Journal of Economic interaction and coordination DOI 10.1007 s11403-014-0129-1

 

L. Bargigli and G. Tedeschi (2014). Interaction in Agent-based Economics: a survey on the network approach. PhysicaA DOI: 10.1016/j.physa.2013.12.029.

 

S. Vitali, G. Tedeschi and M. Gallegati (2013).The impact of classes of innovators on Technology, Financial Fragility and Economic Growth. Industrial & Corporate Change. DOI: doi: 10.1093/icc/dtt024

 

L. Bargigli and G. Tedeschi (2013).  Major trends in Agent-Based Economics: Editorial. Journal of Economic interaction and coordination. Volume 8, Issue 2, Page 211-217. DOI 10.1007/s11403-012-0105-6.

 

G. Tedeschi, A. Mazloumian, M. Gallegati, D. Helbing (2012). Bankruptcy cascades in interbank markets. PLoS ONE 7(12): e52749. doi:10.1371/journal.pone.0052749

 

S. Lenzu & G. Tedeschi (2012). Systemic risk on different interbank network topologies. Physica A, 391, 18, 4331-4341. http://dx.doi.org/10.1016/j.physa.2012.03.035

 

P. Cirillo, G. Tedeschi, M. Gallegati (2012). The Boulogne fish market: the social structure and the role of loyalty. Applied Economics Letters, 19:11 1075-1079. http://dx.doi.org/10.1080/13504851.2011.613749

 

G. Tedeschi, G. Iori, M. Gallegati (2012). Herding Effects in Order Driven Markets: The Rise and Fall of Gurus. J. Econ.Behav.Organisazion 81, 82-96, doi:10.1016/j.jebo.2011.09.006

 

 

S. Mignot, G. Tedeschi, A. Vignes, (2012). An agent based model of switching: the case of Boulogne s/mer fish market. Journal of Artificial Societies and Social Simulation Volume 15, Issue 2.

 

G. Tedeschi, S. Mignot, M. Gallegati, A. Vignes (2011). Lost in transactions: the case of the Boulogne s/mer sh market. Physica A, DOI 10.1016/j.physa.2011.09.035.

 

G. Tedeschi, G. Iori and M. Gallegati, (2009). The role of communication and imitation in limit order markets. Eur. Phys. J. B, 1, 489-497 http://www.springerlink.com/content/4104048222065m17/

 

Book chapters:

 

Russo, A., Tedeschi, G., Fagiolo, G., (2018). Interaction. Cambridge University Press. Delli Gatti et al.(eds.), Agent-Based Models in Economics: A Toolkit, pp 109-142.

 

Grilli, R., Iori, G., Stamboglis, N., Tedeschi, G., (2017). A Networked Economy: A Survey on the Effect of Interaction in Credit Markets. Elsevier. M. Gallegati et al. (eds.), Introduction to Agent-Based Economics, pp.229-252. DOI: 10.1016/B978-0-12-803834-5.00013-8.

 

Catullo, E., Palestrini, A., and Tedeschi, G., (2016). Getting Started: The Aggregation Conundrums and Basic Toolkits of Agent Based Mod-eling. Springer International Publishing Switzerland 2016. A. Caiani et al. (eds.), Economics with Heterogeneous Interacting Agents, New Economic Windows, DOI 10.1007/978-3-319-44058-3 

 

Grilli, R., Tedeschi, G., (2016). Modeling Financial Markets in an Agent-Based Framework. Springer International Publishing Switzerland 2016. A. Caiani et al. (eds.), Economics with Heterogeneous Interacting Agents, New Economic Windows, DOI 10.1007/978-3-319-44058-3 3

Azioni sul documento

pubblicato il 21/07/2017 ultima modifica 28/04/2021