Listar por autoría "5d9c6d06-6b77-4cb3-8cfc-a2b9724aa4d5"

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    • openAccess   An approach to identifying micro behavior: How banks’ strategies influence financial cycles 

      Tedeschi, Gabriele; Recchioni, Maria Cristina; Berardi, Simone Elsevier (2018-12)
      In this paper, we show that the values of parameters of a well-calibrated model are useful in detecting micro behavior. We use a calibration procedure suitable for validating agent-based models to show how the evolution ...

    • openAccess   From banks' strategies to financial (in)stability 

      Berardi, Simone; Tedeschi, Gabriele Elsevier (2017-01)
      This paper aims to shed light on the emergence of systemic risk in credit systems. By developing an interbank market with heterogeneous financial institutions granting loans on different network structures, we investigate ...