Ausgabe 1/2020
Taming Financial Systemic Risk: Models and Early Warning Indicators
Inhalt (11 Artikel)
Editorial
Taming financial systemic risk: models, instruments and early warning indicators
Gabriele Tedeschi, Fabio Caccioli, Maria Cristina Recchioni
Regular Article
Systemic financial risk indicators and securitised assets: an agent-based framework
Andrea Mazzocchetti, Eliana Lauretta, Marco Raberto, Andrea Teglio, Silvano Cincotti
Regular Article
An agent-based early warning indicator for financial market instability
David Vidal-Tomás, Simone Alfarano
Regular Article
Financial sector bargaining power, aggregate growth and systemic risk
Emanuele Ciola
Regular Article
Voluntary contributions in a system with uncertain returns: a case of systemic risk
Annarita Colasante, Aurora García-Gallego, Nikolaos Georgantzis, Andrea Morone
Regular Article
From FDI network topology to macroeconomic instability
Giulia De Masi, Giorgio Ricchiuti
Regular Article
Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis
Gian Paolo Clemente, Rosanna Grassi, Chiara Pederzoli
Regular Article
Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities
Lorella Fatone, Francesca Mariani
Regular Article
Identifying financial instability conditions using high frequency data
Maria Elvira Mancino, Simona Sanfelici
Regular Article
A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets
Yuji Sakurai, Tetsuo Kurosaki
Regular Article
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis
Burcu Kapar, Giulia Iori, Giampaolo Gabbi, Guido Germano