Listar por autoría "d502ebb4-c01b-4ed9-866f-a24f269e030f"
Mostrando ítems 1-7 de 7
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Agents interaction and price dynamics: evidence from the laboratory
Caferra, Rocco; Tedeschi, Gabriele; MORONE, ANDREA Springer (2022-08-26)Using data collected from an experimental double auction market, we study the dynamics of interaction among traders. Our focus is on the effect the trading network has on price dynamics and price-fundamental convergence. ... -
Bitcoin: Bubble that bursts or Gold that glitters?
Caferra, Rocco; Tedeschi, Gabriele; MORONE, ANDREA Elsevier (2021-06-03)This paper aims to shed light on the 2017 Bitcoin bubble. Firstly, by applying the dynamic time warping algorithm, we identify among several financial instruments a subsample of five assets with similar characteristics to ... -
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour
Caferra, Rocco; MORONE, ANDREA; Poti, Valerio Elsevier (2022-07-21)This study explores whether and to what extent cryptocurrency ecosystem network connectivity predicts Bitcoin returns across quantiles of the return distribution. The facets of cryptocurrency ecosystem network connectivity ... -
The day after tomorrow: financial repercussions of COVID-19 on systemic risk
Vidal-Tomás, David; Caferra, Rocco; Tedeschi, Gabriele Springer (2022)In this paper, we study the financial repercussions of COVID-19 and the effect of anti-epidemic measures on financial markets. By using a composite dataset con- taining stock market indices of 10 countries characterized ... -
Three doors anomaly, ‘‘should I stay, or should I go’’: an artefactual field experiment
MORONE, ANDREA; Caferra, Rocco; Casamassima, Alessia; Cascavilla, Alessandro; Tiranzoni, Paola Springer (2021-04-01)This work aims to identify and quantify the biases behind the anomalous behavior of people when they deal with the Three Doors dilemma, which is a really simple but counterintuitive game. Carrying out an artefactual field ... -
Unemployment and labor force participation in Italy
NEMORE, FRANCESCO; Caferra, Rocco; MORONE, ANDREA Emerald Publishing Limited (2021-10-06)Purpose Our main purpose is to test the unemployment invariance hypothesis in Italy. Design/methodology/approach This paper provides an empirical investigation of the unemployment and labor force participation in ... -
Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic
Caferra, Rocco; Vidal-Tomás, David Elsevier (2021-02-01)This research examines the behaviour of cryptocurrencies and stock markets during the COVID-19 pandemic through the wavelet coherence approach and Markov switching autoregressive model. Our results show a financial contagion ...