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Items by Giansante, Dr Simone

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Jump to: 2012 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004
Number of items: 21.

2012

Krause, A. and Giansante, S., 2012. Interbank lending and the spread of bank failures : a network model of systemic risk. Journal of Economic Behavior and 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. IGI Global.

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

Markose, S., Giansante, S. and Shaghaghi, A. R., 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.

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

2010

Galbiati, M. and Giansante, S., 2010. Emergence of networks in large value payment systems : Working Paper No.1/2010. Working Paper. Siena, Italy: Department of Economic Policy, Finance and Development, University of Siena.

Adams, M., Galbiati, M. and Giansante, S., 2010. Emergence of tiering in large value payment systems : Bank of England working paper no.399. Working Paper. London, U. K.: Bank of England.

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. Vol. Part II. Milan: Springer, pp. 117-126. (New Economic Windows)

2009

Giansante, S., 2009. Agent-based economic (ACE) modelling of paymnets media : emergence of monetary exchange, banking, large value payment and settlement systems. Thesis (Doctor of Philosophy (PhD)). University of Essex.

2008

Adams, M., Galbiati, M. and Giansante, S., 2008. Emergence of tiering in large value payment systems : CCFEA working paper WP027-08. Working Paper. U. K.: Centre for Computational Finance and Economic Agents (CCFEA), University of Essex. (CCFEA Working Paper Series; WP027-08)

2007

Giansante, S., Kirman, A., Markose, S. and Pin, 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. Artificial Markets Modeling. Springer, pp. 223-236. (Lecture Notes in Economics and Mathematical Systems; 599)

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.

Giansante, S., 2007. Middlemen in self-organized monetary economies. In: Proceedings of the 13th International Conference on Computing in Economics and Finance. Montreal, Canada: .

Giansante, S. and Garlaschelli, D., 2007. Network formation and intermediation of exchanges. In: Proceedings of Econophysics Colloquium and Beyond, 2007. Italy: .

Giansante, S., 2007. Social networks and medium of exchange. In: Proceedings of the Eastern Economic Association Conference, 2007. U. S. A.: .

2006

Giansante, S., 2006. Endogenous retrain mechanism in the JavaSwarm Santa Fe Artificial Stock Market. In: Acerbi, A., Giansante, S. and Marocco, M., eds. Proceedings of the III Workshop Italiano di Vita Artificiale, 2006. Siena, Italy: .

Giansante, S. and Nosenzo, D., 2006. Fair wage-effort hypothesis in an artificial labour market. In: Acerbi, A., Giansante, S. and Marocco, M., eds. Proceedings of the III Workshop Itaiano di Vita Artificiale, 2006. Siena, Italy: .

Cecconi, F., Parisi, D. and Giansante, S., 2006. La dinamica dei prezzi in mercati asimmetrici. In: Acerbi, A., Giansante, S. and Marocco, M., eds. Proceedings of the III Workshop Italiano di Vita Artificiale,2006. Siena, Italy: .

2005

Giansante, S. and Parisi, D., 2005. Dal abratto alla moneta : un modello di vita artificiale. In: Baldassarre, G., Marocco, M. and Mirolli, M., eds. Atti del II Workshop Italiano di Vita Artificiale,2005. Rome, Italy: .

Cecconi, F. and Giansante, S., 2005. Simulazioni ad agenti in problemi finanziari : un modello di vita artificiale. In: Baldassarre, G., Marocco, M. and Mirolli, M., eds. Atti del II Workshop Italiano di Vita Artificiale,2005. Rome, Italy: .

2004

Giansante, S., 2004. La teoria della razionata' limitata applicata alle scelte economico-giuridiche nell'ottica delle scienze cognitive. i-lex, 1 (1), pp. 45-84.

This list was generated on Thu Jul 31 04:25:51 2014 IST.