Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’

Rosario Nunzio Mantegna, Giovanni Di Iasio, Mauro Gallegati, Fabrizio Lillo, Rosario N. Mantegna

Risultato della ricerca: Article

1 Citazione (Scopus)

Abstract

This special issue of Quantitative Finance collects eight papers on the relation between interlinkages and systemic risk. The papers cover several types of interlinkages andfollow different approaches, from agent-based modelling to empirical investigation of large and sometimes confidential data. The special issue collects some of the contributionspresented at the international workshop‘Interlinkages and systemic risk ’ , which took place in Ancona (Italy) on 4 – 5 July 2013. The workshop, organized within the researchproject‘. New tools in the credit network modeling with agents ’ heterogeneity ’ funded by the Institute for New Economic Thinking, was attended by a balanced mix of scholars from academia and economists from central banks and regulatory authorities.
Lingua originaleEnglish
pagine (da-a)587-588
Numero di pagine2
RivistaQuantitative Finance
Volume15
Stato di pubblicazionePublished - 2015

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Systemic risk
Interlinkage
Quantitative finance
Central bank
Authority
Economists
Agent-based modeling
Italy
Economics
Empirical investigation
Modeling
Credit

All Science Journal Classification (ASJC) codes

  • Finance
  • Economics, Econometrics and Finance(all)

Cita questo

Mantegna, R. N., Di Iasio, G., Gallegati, M., Lillo, F., & Mantegna, R. N. (2015). Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’. Quantitative Finance, 15, 587-588.

Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’. / Mantegna, Rosario Nunzio; Di Iasio, Giovanni; Gallegati, Mauro; Lillo, Fabrizio; Mantegna, Rosario N.

In: Quantitative Finance, Vol. 15, 2015, pag. 587-588.

Risultato della ricerca: Article

Mantegna, RN, Di Iasio, G, Gallegati, M, Lillo, F & Mantegna, RN 2015, 'Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’', Quantitative Finance, vol. 15, pagg. 587-588.
Mantegna, Rosario Nunzio ; Di Iasio, Giovanni ; Gallegati, Mauro ; Lillo, Fabrizio ; Mantegna, Rosario N. / Special issue of Quantitative Finance on ‘Interlinkages and Systemic Risk’. In: Quantitative Finance. 2015 ; Vol. 15. pagg. 587-588.
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