Items by Giansante, Dr Simone

2012

Giansante, S., Chiarella, C., Sordi, S. and Vercelli, A., 2012. Structural contagion and vulnerability to unexpected liquidity shortfalls. Journal of Economic Behavior & Organization, 83 (3), 558–569.

Krause, A. and Giansante, S., 2012. Interbank lending and the spread of bank failures: a network model of systemic risk. Journal of Economic Behavior & Organization, 83 (3), 583– 608.

Sheri, M., Bewaji, O. and Giansante, S., 2012. Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): Regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis. In: Alexandrova-Kabadjova, B., Martinez-Jaramillo, S., Garcia-Almanza, L. and Tsang, E., eds. Simulation in Computational Finance and Economics: Tools and Emerging Applications. IGI Global.

Markose, S., Giansante, S. and Shaghaghi, A. R., 2012. `Too interconnected to fail' financial network of USCDS market: topological fragility and systemic risk. Journal of Economic Behavior & Organization, 83 (3), 627–646.

2010

Charella, C., Giansante, S., Sordi, S. and Vercelli, A., 2010. Financial fragility and interacting units: An exercise. In: Faggini, M. and Vinci, C. P., eds. Decision Theory and Choice: a Complexity Approach. Springer, pp. 83-115.

2007

Giansante, S., Kirman, A., Sheri, M. and Paolo, P., 2007. The grass is always greener on the other side of the fence: The effect of misperceived signalling in a network formation process. In: Consiglio, A., ed. Lecture Notes in Economics and Mathematical Systems. Vol. 599. Springer, pp. 223-236.

Kirman, A., Markose, S., 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), pp. 2085-2107.